Long memory and asymmetry in commodity returns and risk : the role of term spread
Steven J. Cochran, Iqbal Mansur, and Babatunde Odusami
| Year of publication: |
2019
|
|---|---|
| Authors: | Cochran, Steven J. ; Mansur, Iqbal ; Odusami, Babatunde Olatunji |
| Published in: |
Financial mathematics, volatility and covariance modelling. - London : Routledge, ISBN 978-1-138-06094-4. - 2019, p. 9-38
|
| Subject: | Kapitaleinkommen | Capital income | Volatilität | Volatility | Risiko | Risk | Risikoprämie | Risk premium | Theorie | Theory | Zinsstruktur | Yield curve | Zeitreihenanalyse | Time series analysis |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012249097