Implied volatility in oil markets.
Svetlana BorovkovaFerry J. PermanaPublished in: Comput. Stat. Data Anal. (2009)
Keyphrases
- financial markets
- stock price
- stock market
- garch model
- spot market
- stock index futures
- chinese stock market
- electronic commerce
- industrial production
- investment strategies
- double auction
- trading strategies
- natural gas
- enterprise systems
- network effects
- turning points
- consumer products
- stock trading
- bidding strategies
- electricity markets
- short term