Modeling commodity prices with dynamic conditional beta
Robert Engle
| Year of publication: |
2014
|
|---|---|
| Authors: | Engle, Robert F. |
| Published in: |
Essays in nonlinear time series econometrics. - Oxford [u.a.] : Oxford Univ. Press, ISBN 0-19-967995-9. - 2014, p. 269-287
|
| Subject: | Regressionsanalyse | Regression analysis | Rohstoffpreis | Commodity price | Betafaktor | Beta risk | Zeitreihenanalyse | Time series analysis | 1996-2012 |
| 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/10010385842