Subordinated affine structure models for commodity future prices
Year of publication: |
2018
|
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Authors: | Kateregga, M. ; Mataramvura, S. ; Taylor, D. |
Published in: |
Cogent economics & finance. - Abingdon : Taylor & Francis, ISSN 2332-2039, ZDB-ID 2773198-4. - Vol. 6.2018, 1, p. 1-26
|
Subject: | stable distributions | affine structure models | latent regression models | Rohstoffderivat | Commodity derivative | Regressionsanalyse | Regression analysis | CAPM | Schätztheorie | Estimation theory | Optionspreistheorie | Option pricing theory |
Type of publication: | Article |
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Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Other identifiers: | 10.1080/23322039.2018.1512360 [DOI] hdl:10419/245156 [Handle] |
Source: | ECONIS - Online Catalogue of the ZBW |
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