Quantification of the high level of endogeneity and of structural regime shifts in commodity markets
Vladimir Filimonov; David Bicchetti; Nicolas Maystre; Didier Sornette
| Year of publication: |
2014
|
|---|---|
| Authors: | Filimonov, Vladimir ; Bicchetti, David ; Maystre, Nicolas ; Sornette, Didier |
| Published in: |
Journal of international money and finance. - Amsterdam [u.a.] : Elsevier, ISSN 0261-5606, ZDB-ID 872014-9. - Vol. 42.2014, p. 174-192
|
| Subject: | Commodities | Endogeneity | Reflexivity | Branching processes | Bubble | Oil | Regime shift | Self-excitation | Rohstoffmarkt | Commodity market | Spekulationsblase | Bubbles | Volatilität | Volatility | Rohstoffderivat | Commodity derivative |
| 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/10010372668