The information content of a nonlinear macro-finance model for commodity prices
Saqib Khan, Zeigham Khokher, Timothy Simin
| Year of publication: |
August 2017
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|---|---|
| Authors: | Khan, Saqib ; Khokher, Zeigham ; Simin, Timothy T. |
| Published in: |
The review of financial studies. - Cary, NC : Oxford Univ. Press, ISSN 0893-9454, ZDB-ID 1043666-2. - Vol. 30.2017, 8, p. 2818-2850
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| Subject: | Rohstoffderivat | Commodity derivative | Rohstoffpreis | Commodity price | CAPM | Informationswert | Information value | Ölpreis | Oil price | Prognoseverfahren | Forecasting model | Theorie | Theory | USA | United States | 2004-2013 |
| Description of contents: | Description [academic.oup.com] |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | Corrigendum enthalten in: Volume 30, Number 9, September 2017, Seite 3336 |
| Other identifiers: | 10.1093/rfs/hhw087 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011755633