Causality in variance and the type of traders in crude oil futures
Ramaprasad Bhar, Shigeyuki Hamori
| Year of publication: |
2005
|
|---|---|
| Authors: | Bhar, Ramaprasad ; Hamori, Shigeyuki |
| Published in: |
Energy economics. - Amsterdam : Elsevier, ISSN 0140-9883, ZDB-ID 795279-X. - Vol. 27.2005, 3, p. 527-539
|
| Subject: | Rohstoffderivat | Commodity derivative | Erdöl | Petroleum | Handelsvolumen der Börse | Trading volume | Kausalanalyse | Causality analysis | ARCH-Modell | ARCH model | Theorie | Theory | 1990-2000 |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10002891824