Time-Variations in Commodity Price Jumps
Year of publication: |
2019
|
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Authors: | Diewald, Laszlo |
Other Persons: | Prokopczuk, Marcel (contributor) ; Wese Simen, Chardin (contributor) |
Publisher: |
[2019]: [S.l.] : SSRN |
Subject: | Rohstoffpreis | Commodity price | Volatilität | Volatility | Rohstoffderivat | Commodity derivative | Rohstoffmarkt | Commodity market | Welt | World | Schätzung | Estimation | Zeitreihenanalyse | Time series analysis | Stochastischer Prozess | Stochastic process |
Extent: | 1 Online-Ressource (32 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | In: Journal of Empirical Finance, Vol. 31, 2015 Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments February 20, 2015 erstellt |
Other identifiers: | 10.2139/ssrn.2307865 [DOI] |
Classification: | G13 - Contingent Pricing; Futures Pricing ; G17 - Financial Forecasting |
Source: | ECONIS - Online Catalogue of the ZBW |
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