Correlation in Commodity Futures and Equity Markets Around the World : Long-Run Trend and Short-Run Fluctuation
Year of publication: |
2012
|
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Authors: | Li, Xiaoming |
Other Persons: | Zhang, Bing (contributor) ; Du, Zhijie (contributor) |
Publisher: |
[2012]: [S.l.] : SSRN |
Subject: | Welt | World | Aktienmarkt | Stock market | Rohstoffderivat | Commodity derivative | Börsenkurs | Share price | Schätzung | Estimation | Volatilität | Volatility | Korrelation | Correlation |
Extent: | 1 Online-Ressource (41 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments November 16, 2011 erstellt |
Other identifiers: | 10.2139/ssrn.2011178 [DOI] |
Classification: | G01 - Financial Crises ; G11 - Portfolio Choice ; C22 - Time-Series Models |
Source: | ECONIS - Online Catalogue of the ZBW |
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