Nonlinear relationship between crude oil price and net futures positions : a dynamic conditional distribution approach
Year of publication: |
March 2016
|
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Authors: | Li, Haiqi ; Kim, Myeong Jun ; Park, Sung Y. |
Published in: |
International review of financial analysis. - Amsterdam [u.a.] : Elsevier, ISSN 1057-5219, ZDB-ID 1133622-5. - Vol. 44.2016, p. 217-225
|
Subject: | Crude oil price | Net futures position | Generalized normal distribution | Nonlinear model | Bimodal distribution | Ölpreis | Oil price | Statistische Verteilung | Statistical distribution | Volatilität | Volatility | Theorie | Theory | Nichtlineare Regression | Nonlinear regression |
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