Laszlo Diewald

Technische Universität München (TUM)

Arcisstrasse 21

Munich, DE 80333

Germany

SCHOLARLY PAPERS

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2

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Scholarly Papers (1)

1.

Time-Variations in Commodity Price Jumps

Journal of Empirical Finance, Vol. 31, 2015
Number of pages: 32 Posted: 10 Aug 2013 Last Revised: 22 Mar 2019
Technische Universität München (TUM), Leibniz Universität Hannover - Faculty of Economics and Management and University of Liverpool Management School
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Citation 2

Abstract:

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Commodities, Jump frequency, Seasonality, Markov Chain Monte Carlo