A common factor of stochastic volatilities between oil and commodity prices
Year of publication: |
May 2017
|
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Authors: | Lee, Eunhee ; Han, Doo Bong ; Nayga, Rodolfo M. |
Published in: |
Applied economics. - Abingdon : Routledge, ISSN 0003-6846, ZDB-ID 280176-0. - Vol. 49.2017, 22, p. 2203-2215
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Subject: | Oil and commodity prices | stochastic volatility | common volatility factor | Volatilität | Volatility | Rohstoffpreis | Commodity price | Ölpreis | Oil price | Stochastischer Prozess | Stochastic process | Welt | World |
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