Long memory, the "Taylor effect" and intraday volatility in commodity futures markets
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ShareCopied to clipboardLong memory, the "Taylor effect" and intraday volatility in commodity futures markets is a book. It was written by Celso Brunetti and published by University of Edinburgh, Centre for Financial Markets Research, Management School in 1999.
Key facts
- author: Celso Brunetti
- publication date: 1999
- book publisher: University of Edinburgh, Centre for Financial Markets Research, Management School
- book series: Working paper
- book subjects: Commodity futures-Mathematical models
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"Long memory, the "Taylor effect" and intraday volatility in commodity futures markets" is one of the books by Celso Brunetti, books by University of Edinburgh, Centre for Financial Markets Research, Management School and 2,617,384 books in our database.
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