Internet, noise trading and commodity futures prices
Massimo Peri; Daniela Vandone; Lucia Baldi
| Year of publication: |
2014
|
|---|---|
| Authors: | Peri, Massimo ; Vandone, Daniela ; Baldi, Lucia |
| Published in: |
International review of economics & finance : IREF. - Amsterdam [u.a.] : Elsevier, ISSN 1059-0560, ZDB-ID 1137476-7. - Vol. 33.2014, p. 82-89
|
| Subject: | Noise trading | Corn price volatility | Information | Mixture Distribution Hypothesis | EGARCH | Noise Trading | Volatilität | Volatility | Schätzung | Estimation | Rohstoffderivat | Commodity derivative | Theorie | Theory | Börsenkurs | Share price | ARCH-Modell | ARCH model | Internet |
| 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/10010531284