Initial margin policy and stochastic volatility in the crude oil futures market
Theodore E. Day ; Craig M. Lewis
| Year of publication: |
1997
|
|---|---|
| Authors: | Day, Theodore E. |
| Other Persons: | Lewis, Craig M. (contributor) |
| Published in: |
The review of financial studies. - Cary, NC : Oxford Univ. Press, ISSN 0893-9454, ZDB-ID 1043666-2. - Vol. 10.1997, 2, p. 303-332
|
| Subject: | Rohstoffderivat | Commodity derivative | Ölmarkt | Oil market | Volatilität | Volatility | Börse | Bourse | Theorie | Theory | USA | United States | 1986-1991 |
| Extent: | Graph. Darst |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001220634