The impact of co-jumps in the oil sector (2020)
- Authors:
- Autor USP: LAURINI, MARCIO POLETTI - FEARP
- Unidade: FEARP
- DOI: 10.1016/j.ribaf.2020.101197
- Subjects: PETRÓLEO; PREÇOS; GESTÃO ECONÔMICA; ESTATÍSTICA DE PROCESSOS ESTOCÁSTICOS
- Keywords: Oil prices; Jumps; Stochastic volatility (SV); Risk management
- Language: Inglês
- Imprenta:
- Publisher place: Philadelphia
- Date published: 2020
- Source:
- Título: Research in International Business and Finance
- ISSN: 0275-5319
- Volume/Número/Paginação/Ano: v. 52, art. 101197, 2020
- Este periódico é de assinatura
- Este artigo NÃO é de acesso aberto
- Cor do Acesso Aberto: closed
-
ABNT
LAURINI, Marcio Poletti e MAUAD, Roberto Baltieri e AIUBE, Fernando Antônio Lucena. The impact of co-jumps in the oil sector. Research in International Business and Finance, v. 52, 2020Tradução . . Disponível em: https://doi.org/10.1016/j.ribaf.2020.101197. Acesso em: 04 out. 2024. -
APA
Laurini, M. P., Mauad, R. B., & Aiube, F. A. L. (2020). The impact of co-jumps in the oil sector. Research in International Business and Finance, 52. doi:10.1016/j.ribaf.2020.101197 -
NLM
Laurini MP, Mauad RB, Aiube FAL. The impact of co-jumps in the oil sector [Internet]. Research in International Business and Finance. 2020 ; 52[citado 2024 out. 04 ] Available from: https://doi.org/10.1016/j.ribaf.2020.101197 -
Vancouver
Laurini MP, Mauad RB, Aiube FAL. The impact of co-jumps in the oil sector [Internet]. Research in International Business and Finance. 2020 ; 52[citado 2024 out. 04 ] Available from: https://doi.org/10.1016/j.ribaf.2020.101197 - Data cloning: maximum likelihood estimation of DSGE models
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Informações sobre o DOI: 10.1016/j.ribaf.2020.101197 (Fonte: oaDOI API)
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