The return-volatility relation in commodity futures markets
Year of publication: |
February 2016
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Authors: | Chiarella, Carl ; Kang, Boda ; Nikitopoulos, Christina Sklibosios ; Tô, Thuy-Duong |
Published in: |
The journal of futures markets. - Hoboken, NJ : Wiley-Blackwell, ISSN 0270-7314, ZDB-ID 395139-X. - Vol. 36.2016, 2, p. 127-152
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Subject: | Stochastische Volatilität | Stochastic volatility | Kapitalmarktrendite | Capital market returns | Rohstoffderivat | Commodity derivative | Gold | Terminbörse | Futures exchange | Welt | World |
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