Commodity, strategies based on momentum, term structure, and idiosyncratic volatility
Ana-Maria Fuertes, Joëlle Miffre and Adrian Fernandez-Perez
| Year of publication: |
2015
|
|---|---|
| Authors: | Fuertes, Ana María ; Miffre, Joëlle ; Fernandez-Perez, Adrian |
| Published in: |
The journal of futures markets. - Hoboken, NJ : Wiley-Blackwell, ISSN 0270-7314, ZDB-ID 395139-X. - Vol. 35.2015, 3, p. 274-297
|
| Subject: | Rohstoffderivat | Commodity derivative | Volatilität | Volatility | Zinsstruktur | Yield curve | Rohstoffspekulation | Commodity speculation | Schätzung | Estimation | USA | United States | 1985-2011 |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011348423