The volatility behavior and dependence structure of commodity futures and stocks
Lin Gao and Lu Liu
| Year of publication: |
2014
|
|---|---|
| Authors: | Gao, Lin ; Liu, Lu |
| Published in: |
The journal of futures markets. - Hoboken, NJ : Wiley-Blackwell, ISSN 0270-7314, ZDB-ID 395139-X. - Vol. 34.2014, 1, p. 93-101
|
| Subject: | Volatilität | Volatility | Rohstoffderivat | Commodity derivative | ARCH-Modell | ARCH model |
| 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/10010254955