Energy Commodity Prices: Is Mean-Reversion Dead?

被引：13

作者：

Geman, Helyette ^{[1
,2
]}

机构：

[1] Univ Paris 09, Finance, Paris, France

[2] ESSEC Business Sch, Cergy, France

来源：

JOURNAL OF ALTERNATIVE INVESTMENTS | 2005年 / 8卷 / 02期

关键词：

D O I：

10.3905/jai.2005.591576

中图分类号：

F8 [财政、金融];

学科分类号：

0202 ;

摘要：

引用

页码：31 / 45

页数：15

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