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Detecting volatility changes across the oil sector
Author(s) -
Wilson Berry,
Aggarwal Reena,
Inclan Carla
Publication year - 1996
Publication title -
journal of futures markets
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.88
H-Index - 55
eISSN - 1096-9934
pISSN - 0270-7314
DOI - 10.1002/(sici)1096-9934(199605)16:3<313::aid-fut4>3.0.co;2-m
Subject(s) - commission , library science , citation , futures contract , computer science , political science , law , business , finance