Basis variations and regime shifts in the oil futures market
Year of publication: |
2003
|
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Authors: | Fong, Wai-mun ; See, Kim Hock |
Published in: |
The European journal of finance. - Abingdon, Oxon : Routledge, Taylor & Francis Group, ISSN 1351-847X, ZDB-ID 1282412-4. - Vol. 9.2003, 5, p. 499-513
|
Subject: | Rohstoffderivat | Commodity derivative | Erdöl | Petroleum | Volatilität | Volatility | ARCH-Modell | ARCH model | Schätzung | Estimation |
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