Long memory models for daily and high frequency commodity futures returns
Richard T. Baillie; Young-Wook Han; Robert J. Myers; Jeongseok Song
| Year of publication: |
2007
|
|---|---|
| Authors: | Baillie, Richard ; Han, Young Wook ; Myers, Robert J. ; Song, Jeongseok |
| Published in: |
The journal of futures markets. - Hoboken, NJ : Wiley-Blackwell, ISSN 0270-7314, ZDB-ID 395139-X. - Vol. 27.2007, 7, p. 643-668
|
| Subject: | Rohstoffderivat | Commodity derivative | Volatilität | Volatility | ARCH-Modell | ARCH model | Kapitaleinkommen | Capital income | 1980-2001 |
| 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/10003493148