The return-implied volatility relation for commodity ETFs
Chaiyuth Padungsaksawasdi and Robert T. Daigler
| Year of publication: |
2014
|
|---|---|
| Authors: | Padungsaksawasdi, Chaiyuth ; Daigler, Robert T. |
| Published in: |
The journal of futures markets. - Hoboken, NJ : Wiley-Blackwell, ISSN 0270-7314, ZDB-ID 395139-X. - Vol. 34.2014, 3, p. 261-281
|
| Subject: | Euro | Optionsgeschäft | Option trading | Gold | Erdöl | Petroleum | Rohstoffderivat | Commodity derivative | Volatilität | Volatility | Kapitaleinkommen | Capital income | Welt | World | 2008-2012 |
| 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/10010355434