Work

Time-variations in commodity price jumps

Year: 2015

Type: article

Source: Journal of Empirical Finance

DOI: 10.1016/j.jempfin.2015.02.004

Authors: Laszlo Diewald, Marcel Prokopczuk, Chardin Wese Simen

Institutions: Technical University of Munich, Leibniz University Hannover, University of Liverpool

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: green

OpenAlex ID: W3122179682

FWCI: 4.467

Cites: 34

Cited by: 23

Related to: 10