Time‐varying market price of risk in the crude oil futures market
Year of publication: |
2011
|
---|---|
Authors: | Bhar, Ramaprasad ; Lee, Damien |
Published in: |
The journal of futures markets. - Hoboken, NJ : Wiley-Blackwell, ISSN 0270-7314, ZDB-ID 395139x. - Vol. 31.2011, 8, p. 779-808
|
Saved in:
Saved in favorites
Similar items by person
-
Time-varying market price of risk in the crude oil futures market
Bhar, Ramaprasad, (2011)
-
Comparing Estimation Procedures for Stochastic Volatility Models of Short-Term Interest Rates
Bhar, Ramaprasad, (2009)
-
Alternative characterization of volatility of short-term interest rate
Bhar, Ramaprasad, (2018)
- More ...