Empirical Performance of Commodity Pricing Models: When is it Worthwhile to Use a Stochastic Volatility Specification?

Thumbnail Image
Files
Empirical Performance of Commodity Pricing Models - When is it Worthwhile to Use a Stochastic Volatility Specification - .pdf(2.51 KB)
Date
2016
Authors
Journal Title
Journal ISSN
Volume Title
Publisher
Abstract
Description
Keywords
Citation
URI
https://doi.org/10.1002/fut.21740
 https://repositorio.uc.cl/handle/11534/38484
Collections
Artículos de revistas