Spread volatility in commodity futures: The length effect
1984; Wiley; Volume: 4; Issue: 1 Linguagem: Inglês
10.1002/fut.3990040105
ISSN1096-9934
AutoresMark G. Castelino, Ashok Vora,
Tópico(s)Complex Systems and Time Series Analysis
ResumoJournal of Futures MarketsVolume 4, Issue 1 p. 39-46 Article Spread volatility in commodity futures: The length effect Mark G. Castelino, Mark G. Castelino Assistant Professor of Banking and Finance at Hofstra UniversitySearch for more papers by this authorAshok Vora, Ashok Vora Associate Professor of Finance and Economics at Baruch College of the City University of New YorkSearch for more papers by this author Mark G. Castelino, Mark G. Castelino Assistant Professor of Banking and Finance at Hofstra UniversitySearch for more papers by this authorAshok Vora, Ashok Vora Associate Professor of Finance and Economics at Baruch College of the City University of New YorkSearch for more papers by this author First published: Spring 1984 https://doi.org/10.1002/fut.3990040105Citations: 10 AboutPDF ToolsRequest permissionExport citationAdd to favoritesTrack citation ShareShare Give accessShare full text accessShare full-text accessPlease review our Terms and Conditions of Use and check box below to share full-text version of article.I have read and accept the Wiley Online Library Terms and Conditions of UseShareable LinkUse the link below to share a full-text version of this article with your friends and colleagues. Learn more.Copy URL Share a linkShare onFacebookTwitterLinked InRedditWechat Citing Literature Volume4, Issue1Spring 1984Pages 39-46 RelatedInformation
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