到期时间与商品期货收益波动率:时变不对称信息的作用
Time-to-maturity and commodity futures return volatility: The role of time-varying asymmetric information
Journal of Commodity Markets · 2021
被引 5
ABS 3
- Hoàng Long Phan
- Ralf Zurbruegg 通讯
- Paul Brockman
- Chia‐Feng Yu
金融经济学商品期货波动率信息不对称金融化