Time series volatility of commodity futures prices
Year of publication: |
2000
|
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Authors: | Black, Jane M. ; Tonks, Ian |
Published in: |
The journal of futures markets. - Hoboken, NJ : Wiley-Blackwell, ISSN 0270-7314, ZDB-ID 395139-X. - Vol. 20.2000, 2, p. 127-144
|
Subject: | Rohstoffderivat | Commodity derivative | Volatilität | Volatility | Zeitreihenanalyse | Time series analysis | Rationale Erwartung | Rational expectations | Asymmetrische Information | Asymmetric information | Theorie | Theory |
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