Electronic trading system and returns volatility in the oil futures market
Huei-Chu Liao; Yi-Huey Lee; Yu-Bo Suen
| Year of publication: |
2008
|
|---|---|
| Authors: | Liao, Huei-chu ; Lee, Yi-huey ; Suen, Yu-bo |
| Published in: |
Energy economics. - Amsterdam : Elsevier, ISSN 0140-9883, ZDB-ID 795279-X. - Vol. 30.2008, 5, p. 2636-2644
|
| Subject: | Rohstoffderivat | Commodity derivative | Ölpreis | Oil price | Volatilität | Volatility | Elektronisches Handelssystem | Electronic trading | ARCH-Modell | ARCH model | Welt | World | 2003-2006 |
| 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/10003773840