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