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Extreme value statistics and recurrence intervals of NYMEX energy futures volatility

  • Published:2014-01 Issue: Volume:36 Page:8-17
  • ISSN:0264-9993
  • Container-title:Economic Modelling
  • language:en
  • Short-container-title:Economic Modelling

Author:

Xie Wen-Jie,Jiang Zhi-Qiang,Zhou Wei-Xing

Funder

National Natural Science Foundation of China

Shanghai Rising Star (Follow-up) Program

Shanghai “Chen Guang” Project

Fundamental Research Funds for the Central Universities

Publisher

Elsevier BV

Subject

Economics and Econometrics

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