Explaining the convenience yield in the WTI crude oil market using realized volatility and jumps
Autor: | Sévi, Benoît |
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Zdroj: | In Economic Modelling January 2015 44:243-251 |
Databáze: | ScienceDirect |
Externí odkaz: |
Autor: | Sévi, Benoît |
---|---|
Zdroj: | In Economic Modelling January 2015 44:243-251 |
Databáze: | ScienceDirect |
Externí odkaz: |