Time-variations in commodity price jumps
Year of publication: |
2015
|
---|---|
Authors: | Diewald, Laszlo ; Prokopczuk, Marcel ; Wese Simen, Chardin |
Published in: |
Journal of Empirical Finance. - Elsevier, ISSN 0927-5398. - Vol. 31.2015, C, p. 72-84
|
Publisher: |
Elsevier |
Subject: | Commodities | Jump frequency | Seasonality | Markov Chain Monte Carlo |
-
Time-variations in commodity price jumps
Diewald, Laszlo, (2015)
-
Casarin, Roberto, (2014)
-
Bayesian Estimation of Wishart Autoregressive Stochastic Volatility Model
Lin, Ming, (2013)
- More ...
-
Time-variations in commodity price jumps
Diewald, Laszlo, (2015)
-
Time-Variations in Commodity Price Jumps
Diewald, Laszlo, (2019)
-
The importance of the volatility risk premium for volatility forecasting
Prokopczuk, Marcel, (2014)
- More ...