Quantification of the high level of endogeneity and of...

Quantification of the high level of endogeneity and of structural regime shifts in commodity markets

Filimonov, Vladimir, Bicchetti, David, Maystre, Nicolas, Sornette, Didier
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Volume:
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
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