Variance Risk Premiums of Commodity ETFs-Reference-Cited by-同舟云学术

Variance Risk Premiums of Commodity ETFs

Published:2016-08-08 Issue:5 Volume:37 Page:452-472
ISSN:0270-7314
Container-title:Journal of Futures Markets
language:en
Short-container-title:

Author:

Tee Chyng Wen¹,Ting Christopher²

Affiliation:

1. Chyng Wen Tee is Assistant Professor of Quantitative Finance, Lee Kong Chian School of Business, Singapore Management University; 50 Stamford Road, Singapore

2. Christopher Ting is Associate Professor of Quantitative Finance, Lee Kong Chian School of Business, Singapore Management University; 50 Stamford Road, Singapore 178899

Publisher

Wiley

Subject

Economics and Econometrics,Finance,General Business, Management and Accounting,Accounting

Reference41 articles.

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