Factor structure in commodity futures return and volatility

Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaperJournal articleResearchpeer-review

  • Peter Christoffersen, Copenhagen Business School. CBS
  • ,
  • Asger Lunde
  • Kasper V. Olesen
Original languageEnglish
JournalJournal of Financial and Quantitative Analysis
Volume54
Issue3
Pages (from-to)1083-1115
Number of pages33
ISSN0022-1090
DOIs
Publication statusPublished - Jun 2019

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