Quantification of the high level of endogeneity and of structural regime shifts in commodity markets
Filimonov, Vladimir, Bicchetti, David, Maystre, Nicolas, Sornette, DidierVolume:
42
Language:
english
Journal:
Journal of International Money and Finance
DOI:
10.1016/j.jimonfin.2013.08.010
Date:
April, 2014
File:
PDF, 1.38 MB
english, 2014