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Factor Structure in Commodity Futures Return and Volatility
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- Journal:
- Journal of Financial and Quantitative Analysis / Volume 54 / Issue 3 / June 2019
- Published online by Cambridge University Press:
- 28 August 2018, pp. 1083-1115
- Print publication:
- June 2019
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ESTIMATING THE PERSISTENCE AND THE AUTOCORRELATION FUNCTION OF A TIME SERIES THAT IS MEASURED WITH ERROR
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- Journal:
- Econometric Theory / Volume 30 / Issue 1 / February 2014
- Published online by Cambridge University Press:
- 08 August 2013, pp. 60-93
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- Article
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