Humps in the Volatility Structure of the Crude Oil Futures Market : New Evidence
Year of publication: |
2012
|
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Authors: | Chiarella, Carl |
Other Persons: | Kang, Boda (contributor) ; Sklibosios Nikitopoulos, Christina (contributor) ; To, Thuy Duong (contributor) |
Publisher: |
[2012]: [S.l.] : SSRN |
Subject: | Schätzung | Estimation | Volatilität | Volatility | Rohstoffderivat | Commodity derivative | Hedging | Markov-Kette | Markov chain |
Extent: | 1 Online-Ressource (38 p) |
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Series: | |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments April 3, 2012 erstellt |
Other identifiers: | 10.2139/ssrn.2083726 [DOI] |
Source: | ECONIS - Online Catalogue of the ZBW |
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