The scaling behavior of bulk freight rate volatility
Siyu Dai, Yadong Zeng, Feier Chen
| Year of publication: |
2016
|
|---|---|
| Authors: | Dai, Siyu ; Zeng, Yadong ; Chen, Feier |
| Published in: |
International journal of transport economics. - Pisa [u.a.] : Serra, ISSN 0303-5247, ZDB-ID 165281-3. - Vol. 43.2016, 1/2, p. 85-104
|
| Subject: | Bulk | freight rate | Long memory | Noise reduction | Detrended fluctuation analysis | Vondrák filtering | Scaling behavior | Frachtrate | Freight rate | Zeitreihenanalyse | Time series analysis | Volatilität | Volatility | Theorie | Theory | Massengutschifffahrt | Dry bulk shipping | Frachtschifffahrt | Cargo shipping |
| 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://ebvufind01.dmz1.zbw.eu/10011559450