Revisiting unit root behavior in energy futures markets with a Fourier function
Chih-Kai Chang & Tsangyao Chang
| Year of publication: |
2012
|
|---|---|
| Authors: | Chang, Chih-kai ; Chang, Tsangyao |
| Published in: |
International journal of economics. - New Delhi : Serials Publ., ISSN 0973-6719, ZDB-ID 2518665-6. - Vol. 6.2012, 2, p. 309-319
|
| Subject: | Rohstoffderivat | Commodity derivative | Volatilität | Volatility | Einheitswurzeltest | Unit root test | Welt | World | 2007-2011 |
| 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/10009685008