Mean-reversion and structural breaks in crude oil, copper, and shipping
Hélyette Geman and Steve Ohana
| Year of publication: |
2008
|
|---|---|
| Authors: | Geman, Hélyette ; Ohana, Steve |
| Published in: |
Risk management in commodity markets : from shipping to agricuturals and energy. - Chichester : Wiley, ISBN 0-470-69425-4. - 2008, p. 183-205
|
| Subject: | Rohstoffpreis | Commodity price | Risikomanagement | Risk management | Mean Reversion | Mean reversion | Strukturbruch | Structural break | Einheitswurzeltest | Unit root test |
| Extent: | graph. Darst. |
|---|---|
| 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/10003787698