LEVERAGE EFFECT AND STOCHASTIC VOLATILITY IN THE AGRICULTURAL COMMODITY MARKET UNDER THE CEV MODEL.

Autor: Čermák, Michal1
Zdroj: Acta Universitatis Agriculturae et Silviculturae Mendelianae Brunensis. 2017, Vol. 65 Issue 5, p1671-1678. 8p.
Databáze: Academic Search Ultimate