Realized Correlations, Betas and Volatility Spillover in the Commodity Market : What Has Changed?
Year of publication: |
2016
|
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Authors: | Bonato, Matteo |
Publisher: |
[2016]: [S.l.] : SSRN |
Subject: | Volatilität | Volatility | Spillover-Effekt | Spillover effect | Korrelation | Correlation | Betafaktor | Beta risk | Rohstoffmarkt | Commodity market |
Extent: | 1 Online-Ressource (17 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments October 1, 2015 erstellt |
Other identifiers: | 10.2139/ssrn.2571217 [DOI] |
Source: | ECONIS - Online Catalogue of the ZBW |
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