Volatility Modeling for Spot and Futures of Crude Oil – Evidence from Pakistan
Year of publication: |
2015
|
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Authors: | Rafay, Abdul |
Other Persons: | Gilani, Usman (contributor) ; Naeem, Muhammad (contributor) ; Ejaz, Maham (contributor) |
Publisher: |
[2015]: [S.l.] : SSRN |
Subject: | Pakistan | Volatilität | Volatility | Erdöl | Petroleum | ARCH-Modell | ARCH model | Rohstoffderivat | Commodity derivative | Spotmarkt | Spot market | Ölpreis | Oil price |
Extent: | 1 Online-Ressource (12 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | In: Abasyn Journal of Social Sciences, Vol. 8, No. 2, 2015 Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments December 15, 2015 erstellt |
Source: | ECONIS - Online Catalogue of the ZBW |
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