Unit root properties of natural gas spot and futures prices : the relevance of heteroskedasticity in high frequency data
Vinod Mishra and Russell Smyth
| Year of publication: |
2014
|
|---|---|
| Authors: | Mishra, Vinod ; Smyth, Russell |
| Publisher: |
Canberra : Monash Univ., Dep. of Economics |
| Subject: | Erdgas | Natural gas | Zeitreihenanalyse | Time series analysis | Volatilität | Volatility | Theorie | Theory | Spotmarkt | Spot market | Einheitswurzeltest | Unit root test | Rohstoffderivat | Commodity derivative |
| Extent: | Online-Ressource (18 S.) |
|---|---|
| Series: | Discussion paper / Monash University, Department of Economics. - Clayton : [Verlag nicht ermittelbar], ZDB-ID 2272750-4. - Vol. 14,20 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Notes: | Systemvoraussetzungen: Acrobat Reader |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010349921