Spread volatility in commodity futures: The length effect

Mark G. Castelino, Ashok Vora

Research output: Contribution to journalArticlepeer-review

9 Scopus citations
Original languageEnglish (US)
Pages (from-to)39-46
Number of pages8
JournalJournal of Futures Markets
Volume4
Issue number1
DOIs
StatePublished - 1984
Externally publishedYes

All Science Journal Classification (ASJC) codes

  • Economics and Econometrics
  • Accounting
  • Business, Management and Accounting(all)
  • Finance

Cite this