The quantile-heterogeneous autoregressive model of realized volatility : new evidence from commodity markets
Konstantin Kick and Robert Maderitsch
| Year of publication: |
2019
|
|---|---|
| Authors: | Kick, Konstantin ; Maderitsch, Robert |
| Published in: |
Financial mathematics, volatility and covariance modelling. - London : Routledge, ISBN 978-1-138-06094-4. - 2019, p. 39-58
|
| Subject: | Volatilität | Volatility | Rohstoffmarkt | Commodity market | Zeitreihenanalyse | Time series analysis | Rohstoffderivat | Commodity derivative | Welt | World | ARCH-Modell | ARCH model |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012249098