Volatility spillover and hedging effectiveness
Year of publication: |
2019
|
---|---|
Authors: | Terzioğlu, M. Kenan |
Published in: |
Handbook of energy and environment policy. - Berlin : Peter Lang, ISBN 978-3-631-80332-5. - 2019, p. 33-44
|
Subject: | Volatilität | Volatility | Hedging | Spillover-Effekt | Spillover effect | ARCH-Modell | ARCH model |
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