Volatility spillover and hedging effectiveness
M. Kenan Terzioğlu
| Year of publication: |
2019
|
|---|---|
| Authors: | Terzioğlu, M. Kenan |
| Published in: |
Handbook of energy and environment policy. - Berlin : Peter Lang, ISBN 978-3-631-80332-5. - 2019, p. 33-44
|
| Subject: | Volatilität | Volatility | Hedging | Spillover-Effekt | Spillover effect | ARCH-Modell | ARCH model | Welt | World | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012311351