Time-to-maturity and commodity futures return volatility: The role of time-varying asymmetric information
| Autor: | Phan, Hoàng-Long, Zurbruegg, Ralf, Brockman, Paul, Yu, Chia-Feng (Jeffrey) |
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| Zdroj: | In Journal of Commodity Markets June 2022 26 |
| Databáze: | ScienceDirect |
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