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~isPartOf:"Discussion paper / Tinbergen Institute"
~person:"Andersen, Torben"
~person:"Chang, Chia-Lin"
~person:"De Veirman, Emmanuel"
~person:"Medeiros, Marcelo C."
~person:"Shields, Michael"
~person:"Stüber, Heiko"
~subject:"Measurement"
~subject:"Profit"
~subject:"Schätzung"
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Andersen, Torben
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A cointegration analysis of agricultural, energy and bio-fuel spot and futures prices
Allen, David E.
;
Chang, Chia-Lin
;
McAleer, Michael
; …
-
2016
vary according to whether they are in low or high
volatility
regimes. …
Persistent link: https://www.econbiz.de/10011479769
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