Modelling long memory volatility in agricultural commodity futures returns
Chia-Lin Chang; Michael McAleer; Roengchai Tansuchat
| Year of publication: |
[2012]
|
|---|---|
| Authors: | Chang, Chia-Lin ; McAleer, Michael ; Roengchai Tansuchat |
| Institutions: | University of Canterbury / Dept. of Economics and Finance (contributor) |
| Publisher: |
Christchurch, N.Z : Dept. of Economics and Finance, University of Canterbury |
| Subject: | Rohstoffderivat | Commodity derivative | Volatilität | Volatility | Modellierung | Scientific modelling | ARCH-Modell | ARCH model | Schätzung | Estimation | Welt | World |
| Extent: | Online-Ressource (1 electronic document (33 p., 1,07 Mb) col. ill., PDF file |
|---|---|
| Series: | Working paper. - Christchurch, New Zealand, ZDB-ID 2579761-X. - Vol. 2012,09 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Notes: | Archived by the National Library of New Zealand Title from PDF cover (viewed on May 22, 2012) "3 May 2012"--P.1 Hypertext links contained in the archived instances of this title are non-functional Includes bibliographical references (p. 19-21) Systemvoraussetzungen: Acrobat Reader |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009562958