A Double Correlated Three Factor Model for a Crude Oil Market
Year of publication: |
2015
|
---|---|
Authors: | Fileccia, Gaetano |
Other Persons: | Sgarra, Carlo (contributor) |
Publisher: |
[2015]: [S.l.] : SSRN |
Subject: | Ölmarkt | Oil market | Ölpreis | Oil price | Korrelation | Correlation | Welt | World | Schätzung | Estimation |
Extent: | 1 Online-Ressource (21 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments February 23, 2015 erstellt |
Other identifiers: | 10.2139/ssrn.2568563 [DOI] |
Classification: | C11 - Bayesian Analysis ; C15 - Statistical Simulation Methods; Monte Carlo Methods ; C51 - Model Construction and Estimation ; C63 - Computational Techniques |
Source: | ECONIS - Online Catalogue of the ZBW |
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