✦ LIBER ✦

The stochastic behavior of commodity prices with heteroskedasticity in the convenience yield

✍ Scribed by Peng Liu; Ke Tang

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

The Pricing Formula for Commodity-Linked

✍ Ryozo Miura; Hiroaki Yamauchi 📂 Article 📅 1998 🏛 Springer 🌐 English ⚖ 224 KB

The behavior of commodity prices in Ethi

✍ Getaw Tadesse; Atle G. Guttormsen 📂 Article 📅 2010 🏛 Elsevier Science 🌐 English ⚖ 266 KB

Asymptotic Behavior of the Stock Price D

✍ Archil Gulisashvili; Elias M. Stein 📂 Article 📅 2009 🏛 Springer 🌐 English ⚖ 627 KB

The value of modeling with reference eff

✍ Güler, M. Güray 📂 Article 📅 2013 🏛 Elsevier Science 🌐 English ⚖ 515 KB

A Convenient High-Yield Procedure for th

✍ Verkruijsse, H. D.; Brandsma, L. 📂 Article 📅 1991 🏛 Taylor and Francis Group 🌐 English ⚖ 161 KB

The Stochastic Dependence of Security Pr

✍ Thomas W. Epps 📂 Article 📅 1976 🏛 American Statistical Association 🌐 English ⚖ 879 KB