Factor structure in commodity futures return and volatility
Year of publication: |
2019
|
---|---|
Authors: | Christoffersen, Peter F. ; Lunde, Asger ; Olesen, Kasper V. |
Published in: |
Journal of financial and quantitative analysis : JFQA. - New York, NY [u.a.] : Cambridge University Press, ISSN 0022-1090, ZDB-ID 219406-5. - Vol. 54.2019, 3, p. 1083-1115
|
Subject: | Terminmarkt | Derivatives market | Rohstoffpreis | Commodity price | Volatilität | Volatility | Elektronisches Handelssystem | Electronic trading | Betafaktor | Beta risk | 2004 - 2013 |
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