On the volatility of commodity futures prices
Year of publication: |
2014
|
---|---|
Authors: | Clewlow, Les ; Kang, Boda ; Nikitopoulos, Christina Sklibosios |
Published in: |
Nonlinear economic dynamics and financial modelling : essays in honour of Carl Chiarella. - Cham : Springer, ISBN 978-3-319-07469-6. - 2014, p. 315-334
|
Subject: | Rohstoffderivat | Commodity derivative | Volatilität | Volatility | Schätzung | Estimation | Welt | World | 1990-2010 |
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