Dynamic jump intensites and news arrival in oil futures markets
Year of publication: |
2020
|
---|---|
Authors: | Ensor, Katherine Bennett ; Han, Yu ; Ostdiek, Barbara ; Turnbull, Stuart M. |
Published in: |
The journal of asset management. - Basingstoke : Palgrave Macmillan, ISSN 1470-8272, ZDB-ID 2209717-X. - Vol. 21.2020, 4, p. 292-325
|
Subject: | Rohstoffderivat | Commodity derivative | Volatilität | Volatility | Ölpreis | Oil price | Erdöl | Petroleum | Ankündigungseffekt | Announcement effect | Schätzung | Estimation | Warenbörse | Commodity exchange |
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