The volatility of returns from commodity futures : evidence from India
Year of publication: |
2017
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Authors: | Mukherjee, Isita ; Goswami, Bhaskar |
Published in: |
Financial innovation : FIN. - Heidelberg : SpringerOpen, ISSN 2199-4730, ZDB-ID 2824759-0. - Vol. 3.2017, 15, p. 1-23
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Subject: | Commodity futures | Daily return | Volatility | Samuelson hypothesis | GARCH | Volatilität | Rohstoffderivat | Commodity derivative | Indien | India | Kapitaleinkommen | Capital income | ARCH-Modell | ARCH model |
Type of publication: | Article |
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Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Other identifiers: | 10.1186/s40854-017-0066-9 [DOI] hdl:10419/176456 [Handle] |
Source: | ECONIS - Online Catalogue of the ZBW |
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