Modeling jump and continuous components in the volatility of oil futures
Tseng-Chan Tseng; Huimin Chung; Chin-Sheng Huang
| Year of publication: |
2009
|
|---|---|
| Authors: | Tseng, Tseng-chan ; Chung, Huimin ; Huang, Chin-sheng |
| Published in: |
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet. - Berlin : De Gruyter, ISSN 1558-3708, ZDB-ID 1385261-9. - Vol. 13.2009, 3, p. 1-28
|
| Subject: | Volatilität | Volatility | Rohstoffderivat | Commodity derivative | ARCH-Modell | ARCH model |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | Systemvoraussetzungen: Acrobat Reader |
| Other identifiers: | 10.2202/1558-3708.1671 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009513573