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~person:"Geman, Hélyette"
~subject:"Einheitswurzeltest"
~subject:"Volatilität"
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Geman, Hélyette
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Risk management in commodity markets : from shipping to agricuturals and energy
1
The journal of alternative investments
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ECONIS (ZBW)
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Modeling commodity prices under the CEV model
Geman, Hélyette
;
Shih, Yih Fong
- In:
The journal of alternative investments
11
(
2008/09
)
3
,
pp. 65-84
Persistent link: https://www.econbiz.de/10003808903
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2
Mean-reversion and structural breaks in crude oil, copper, and shipping
Geman, Hélyette
;
Ohana, Steve
- In:
Risk management in commodity markets : from shipping to …
,
(pp. 183-205)
.
2008
Persistent link: https://www.econbiz.de/10003787698
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