A systematic modelling strategy for futures markets volatility
Year of publication: |
2006
|
---|---|
Authors: | Carvalho, Ana Filipa ; Costa, José Sá da ; Lopes, José Assis |
Published in: |
Applied financial economics. - London : Routledge, ISSN 0960-3107, ZDB-ID 1077973-5. - Vol. 16.2006, 11 (1.7.), p. 819-833
|
Subject: | Rohstoffderivat | Commodity derivative | Sojabohne | Soybean | Volatilität | Volatility | USA | United States | 1990-1999 |
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