The return-volatility relation in commodity futures markets
Carl Chiarella, Boda Kang, Christina Sklibosios Nikitopoulos and Thuy-Duong Tô
| Year of publication: |
February 2016
|
|---|---|
| Authors: | Chiarella, Carl ; Kang, Boda ; Nikitopoulos, Christina Sklibosios ; Tô, Thuy-Duong |
| Published in: |
The journal of futures markets. - Hoboken, NJ : Wiley-Blackwell, ISSN 0270-7314, ZDB-ID 395139-X. - Vol. 36.2016, 2, p. 127-152
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| Subject: | Stochastische Volatilität | Stochastic volatility | Kapitalmarktrendite | Capital market returns | Rohstoffderivat | Commodity derivative | Gold | Terminbörse | Futures exchange | Welt | World |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1002/fut.21717 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011568056