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Jumps and stochastic volatility in oil prices: time series evidence

Larsson, Karl LU and Nossman, Marcus LU (2011) In Energy Economics 33(3). p.504-514
Please use this url to cite or link to this publication:
author
organization
publishing date
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
2011-01-26 09:26:50
date last changed
2017-11-05 04:43:15
@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},
  volume       = {33},
  year         = {2011},
}