News, volatility and jumps: the case of natural gas futures
Work
Year: 2015
Type: article
Source: Quantitative Finance
Authors Svetlana Borovkova, Diego Mahakena
Institution Vrije Universiteit Amsterdam
Cites: 78
Cited by: 72
Related to: 10
FWCI: 12.51
Citation percentile (by year/subfield): 100
Subfield: Economics and Econometrics
Domain: Social Sciences
Open Access status: closed