@data{jae.2022319.0709199813, author = {Smith, Aaron}, publisher = {ZBW - Leibniz Informationszentrum Wirtschaft}, title = {partially-overlapping-time-series-a-new-model-for-volatility-dynamics-in-commodity-futures}, year = {2005}, version = {1}, url = {https://journaldata.zbw.eu/dataset/partially-overlapping-time-series-a-new-model-for-volatility-dynamics-in-commodity-futures}, doi = "10.15456/jae.2022319.0709199813" }