Fractional integration in agricultural futures price volatilities
Year of publication: |
2004
|
---|---|
Authors: | Jin, Hyun J. ; Frechette, Darren L. |
Published in: |
American journal of agricultural economics. - Cary, NC : Oxford University Press, ISSN 0002-9092, ZDB-ID 218188-5. - Vol. 86.2004, 2, p. 432-443
|
Subject: | Rohstoffderivat | Commodity derivative | Börsenkurs | Share price | Volatilität | Volatility | Agrarprodukt | Agricultural product | USA | United States | 1979-2000 |
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