Jumps and stochastic volatility in oil prices: time series evidence
(2011) In Energy Economics 33(3). p.504-514
Please use this url to cite or link to this publication:
https://lup.lub.lu.se/record/1763091
- author
- Larsson, Karl LU and Nossman, Marcus LU
- organization
- publishing date
- 2011
- type
- Contribution to journal
- publication status
- published
- subject
- in
- Energy Economics
- volume
- 33
- issue
- 3
- pages
- 504 - 514
- publisher
- Elsevier
- external identifiers
-
- wos:000289827300016
- scopus:79953028597
- ISSN
- 0140-9883
- DOI
- 10.1016/j.eneco.2010.12.016
- language
- English
- LU publication?
- yes
- id
- cfd9426b-947e-4718-bd9f-eb6f4e610970 (old id 1763091)
- date added to LUP
- 2016-04-04 08:33:02
- date last changed
- 2022-03-23 02:26:08
@article{cfd9426b-947e-4718-bd9f-eb6f4e610970,
author = {{Larsson, Karl and Nossman, Marcus}},
issn = {{0140-9883}},
language = {{eng}},
number = {{3}},
pages = {{504--514}},
publisher = {{Elsevier}},
series = {{Energy Economics}},
title = {{Jumps and stochastic volatility in oil prices: time series evidence}},
url = {{http://dx.doi.org/10.1016/j.eneco.2010.12.016}},
doi = {{10.1016/j.eneco.2010.12.016}},
volume = {{33}},
year = {{2011}},
}