Leverage effect in energy futures
Year of publication: |
2014
|
---|---|
Authors: | Kristoufek, Ladislav |
Published in: |
Energy Economics. - Elsevier, ISSN 0140-9883. - Vol. 45.2014, C, p. 1-9
|
Publisher: |
Elsevier |
Subject: | Energy commodities | Leverage effect | Volatility | Long-term memory |
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