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Academic Journal

Fractional Integration in Commodity Futures Returns.

Subjects: *Commodity futures; *Rate of return; *Estimation theory

  • Source: Financial Review. Nov2009, Vol. 44 Issue 4, p583-602. 20p. 2 Charts, 6 Graphs.

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Academic Journal

Fractional Integration in Agricultural Futures Price Volatilities.

Subjects: *Market volatility; *Agricultural economics; *Futures

  • Source: American Journal of Agricultural Economics. May2004, Vol. 86 Issue 2, p432-443. 12p. 5 Charts, 1 Graph.

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Academic Journal

Long memory in commodity futures volatility: A wavelet perspective.

Subjects: *Commodity futures; *Estimation theory; *MATHEMATICAL models

  • Source: Journal of Futures Markets. May2007, Vol. 27 Issue 5, p411-437. 27p. 2 Charts, 9 Graphs.

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Academic Journal

Heavy-tailed Behavior of Commodity Price Distribution and Optimal Hedging Demand.

Subjects: *Risk management in business; *Hedge funds; *FinancePennsylvania

  • Source: Journal of Risk & Insurance. Dec2007, Vol. 74 Issue 4, p863-881. 19p. 1 Diagram, 4 Charts, 3 Graphs.

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  • 1-6 of  6 results for ""Jin, Hyun J.""