Work

From Calendar Time to Business Time: the Case of Commodity Markets

Year: 2024

Type: article

Source: International Journal of Theoretical and Applied Finance

DOI: 10.1142/s0219024924500183

Authors: SERGIY LADOKHIN, MAREN DIANE SCHMECK, SVETLANA BOROVKOVA

Institutions: Vrije Universiteit Amsterdam, Bielefeld University

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W4401645788

FWCI: 0.715

Cites: 42

Cited by: 2

Related to: 10