Robust information share measures with an application on the international crude oil markets
Hong Li, Yanlin Shi
| Year of publication: |
2022
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|---|---|
| Authors: | Li, Hong ; Shi, Yanlin |
| Published in: |
The journal of futures markets. - New York, NY : Wiley Interscience, ISSN 1096-9934, ZDB-ID 2002201-3. - Vol. 42.2022, 4, p. 555-579
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| Subject: | crude oil markets | information share | price discovery | robust estimator | Ölmarkt | Oil market | Welt | World | Börsenkurs | Share price | Schätzung | Estimation | Rohstoffderivat | Commodity derivative | Ölpreis | Oil price | Volatilität | Volatility | Robustes Verfahren | Robust statistics | Theorie | Theory |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1002/fut.22292 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013187561