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Efficiency of the California electricity reserves market
Metaxoglou, Konstantinos; Smith, Aaron D. - In: Journal of applied econometrics 22 (2007) 6, pp. 1127-1144
Persistent link: https://www.econbiz.de/10003565290
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Partially overlapping time series : a new model for volatility dynamics in commodity futures
Smith, Aaron D. - In: Journal of applied econometrics 20 (2005) 3, pp. 405-422
Persistent link: https://www.econbiz.de/10002807215
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State prices of conditional quantiles : new evidence on time variation in the pricing kernel
Metaxoglou, Konstantinos; Smith, Aaron D. - In: Journal of applied econometrics 32 (2017) 1, pp. 192-217
Persistent link: https://www.econbiz.de/10011688517