Work

Wavelet Analysis of the Cost-of-Carry Model

Year: 2001

Type: article

Source: Studies in Nonlinear Dynamics and Econometrics

DOI: 10.1162/108118201753421150

Authors: Shinn-Juh Lin, Maxwell Stevenson

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W2061633334

FWCI: 1.136

Cites: 27

Cited by: 32

Related to: 10