Self-Exciting Jumps in the Oil Market : Bayesian Estimation and Dynamic Hedging
Year of publication: |
2020
|
---|---|
Authors: | Gonzato, Luca |
Other Persons: | Sgarra, Carlo (contributor) |
Publisher: |
[2020]: [S.l.] : SSRN |
Subject: | Ölmarkt | Oil market | Hedging | Bayes-Statistik | Bayesian inference | Ölpreis | Oil price | Volatilität | Volatility |
Extent: | 1 Online-Ressource (38 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments March 30, 2020 erstellt |
Other identifiers: | 10.2139/ssrn.3564136 [DOI] |
Classification: | C15 - Statistical Simulation Methods; Monte Carlo Methods ; C51 - Model Construction and Estimation ; C53 - Forecasting and Other Model Applications ; c58 ; q47 |
Source: | ECONIS - Online Catalogue of the ZBW |
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