Detecting volatility changes across the oil sector
Year of publication: |
1996
|
---|---|
Authors: | Wilson, Berry K. |
Other Persons: | Aggarwal, Reena (contributor) ; Inclan, Carla (contributor) |
Published in: |
The journal of futures markets. - Hoboken, NJ : Wiley-Blackwell, ISSN 0270-7314, ZDB-ID 395139-X. - Vol. 16.1996, 3, p. 313-330
|
Subject: | Warenbörse | Commodity exchange | Ölmarkt | Oil market | Zeitreihenanalyse | Time series analysis | Volatilität | Volatility | Börsenkurs | Share price | USA | United States | 1984-1992 |
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