Heavy metals : might as well jump
Year of publication: |
2019
|
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Authors: | Wilmot, Neil A. |
Published in: |
International Journal of Financial Studies : open access journal. - Basel : MDPI, ISSN 2227-7072, ZDB-ID 2704235-2. - Vol. 7.2019, 2/33, p. 1-14
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Subject: | metal prices | commodity prices | fat-tails | jump diffusion | GARCH | Rohstoffpreis | Commodity price | Metallmarkt | Metal market | Volatilität | Volatility | ARCH-Modell | ARCH model | Metall | Metal | Preis | Price | Welt | World | Stochastischer Prozess | Stochastic process | Rohstoffderivat | Commodity derivative | Optionspreistheorie | Option pricing theory | Metallindustrie | Metal industry |
Type of publication: | Article |
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Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Other identifiers: | 10.3390/ijfs7020033 [DOI] hdl:10419/257631 [Handle] |
Classification: | q02 ; Q30 - Nonrenewable Resources and Conservation. General ; c58 |
Source: | ECONIS - Online Catalogue of the ZBW |
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