The asymmetric return-volatility relationship of commodity prices

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The asymmetric return-volatility relationship of commodity prices

Author: Baur, Dirk G.; Dimpfl, Thomas Ernst Herbert
Tübinger Autor(en):
Dimpfl, Thomas
Published in: Energy Economics (2018), Bd. 76, S. 378-387
Verlagsangabe: Elsevier Science Bv
Language: English
Full text: http://dx.doi.org/10.1016/j.eneco.2018.10.022
ISSN: 1873-6181
DDC Classifikation: 330 - Economics
Dokumentart: Article
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