Work

Quantification of the High Level of Endogeneity and of Structural Regime Shifts in Commodity Markets

Year: 2013

Type: article

Source: Journal of International Money and Finance

DOI: 10.1016/j.jimonfin.2013.08.010

Authors: Vladimir Filimonov, David Bicchetti, Nicolas Maystre, Didier Sornette

Language: English

Topic: Market Dynamics and Volatility

Subfield: Economics and Econometrics

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: green

OpenAlex ID: W3122080968

FWCI: 17.22

Cites: 74

Cited by: 72

Related to: 10