An S-shaped crude oil price return-implied volatility relation : parametric and nonparametric estimations
Julio Cesar Araujo da Silva Junior
Year of publication: |
December 2017
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Authors: | Silva Júnior, Júlio César Araújo da |
Published in: |
International journal of economics and finance. - Toronto, ISSN 1916-971X, ZDB-ID 2531850-0. - Vol. 9.2017, 12, p. 54-70
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Subject: | finance | commodity markets | investment decisions | quantile regression | nonparametric method | Nichtparametrisches Verfahren | Nonparametric statistics | Volatilität | Volatility | Ölpreis | Oil price | Welt | World | Schätzung | Estimation | Regressionsanalyse | Regression analysis | Rohstoffmarkt | Commodity market | Theorie | Theory |
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