Empirical Performance of Commodity Pricing Models: When is it Worthwhile to Use a Stochastic Volatility Specification?
- Published in:
- Journal of Futures Markets, 2016, v. 36, n. 5, p. 457, doi. 10.1002/fut.21740
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- Publication type:
- Article
Works matching IS 02707314 AND DT 2016 AND VI 36 AND IP 5
Results: 5
1
2
Journal of Futures Markets: Volume 36, Number 5, May 2016.
- Published in:
- Journal of Futures Markets, 2016, v. 36, n. 5, p. 419, doi. 10.1002/fut.21745
- Publication type:
- Article
3
Corridor Volatility Risk and Expected Returns.
- Published in:
- Journal of Futures Markets, 2016, v. 36, n. 5, p. 488, doi. 10.1002/fut.21738
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- Publication type:
- Article
4
Production and Hedging Under Smooth Ambiguity Preferences.
- Published in:
- Journal of Futures Markets, 2016, v. 36, n. 5, p. 506, doi. 10.1002/fut.21739
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- Publication type:
- Article
5
Information Content of Trading Activity in Precious Metals Futures Markets.
- Published in:
- Journal of Futures Markets, 2016, v. 36, n. 5, p. 421, doi. 10.1002/fut.21755
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- Publication type:
- Article