Commodity volatility breaks
Andrew Vivian; Mark E. Wohar
| Year of publication: |
2012
|
|---|---|
| Authors: | Vivian, Andrew ; Wohar, Mark E. |
| Published in: |
Journal of international financial markets, institutions & money. - Amsterdam : Elsevier, ISSN 1042-4431, ZDB-ID 1117317-8. - Vol. 22.2012, 2, p. 395-422
|
| Subject: | Commodity spot returns | GARCH | Structural breaks | Volatilität | Volatility | Strukturbruch | Structural break | ARCH-Modell | ARCH model | Rohstoffderivat | Commodity derivative | Zeitreihenanalyse | Time series analysis | Rohstoffmarkt | Commodity market | Warenbörse | Commodity exchange | Rohstoffpreis | Commodity price | Schätzung | Estimation | Kapitaleinkommen | Capital income |
| Extent: | graph. Darst. |
|---|---|
| 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/10009581694