What explains long memory in futures price volatility?
G. J. Power and C. Turvey
| Year of publication: |
2011
|
|---|---|
| Authors: | Power, G. J. ; Turvey, Calum Greig |
| Published in: |
Applied economics. - Abingdon : Routledge, ISSN 0003-6846, ZDB-ID 280176-0. - Vol. 43.2011, 22/24, p. 3395-3404
|
| Subject: | Rohstoffderivat | Commodity derivative | Agrarprodukt | Agricultural product | Optionspreistheorie | Option pricing theory | Volatilität | Volatility | Stochastischer Prozess | Stochastic process | Schätzung | Estimation | USA | United States |
| Extent: | graph. Darst. |
|---|---|
| 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://www.econbiz.de/10009357366