Do volatility determinants vary across futures contracts? : insights from a smoothed bayesian estimator
Berna Karali; Jeffrey H. Dorfman; Walter N. Thurman
| Year of publication: |
2010
|
|---|---|
| Authors: | Karali, Berna ; Dorfman, Jeffrey H. ; Thurman, Walter N. |
| Published in: |
The journal of futures markets. - Hoboken, NJ : Wiley-Blackwell, ISSN 0270-7314, ZDB-ID 395139-X. - Vol. 30.2010, 3, p. 257-277
|
| Subject: | Volatilität | Volatility | Derivat | Derivative | Bayes-Statistik | Bayesian inference |
| 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/10003962516