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On the Tail Risk Premium in the Oil Market  Cover Image E-book E-book

On the Tail Risk Premium in the Oil Market

Record details

  • ISSN: 1701-9397
  • Physical Description: remote
    1 online resource (40 pages).
  • Publisher: Ottawa, ON, CA: Bank of Canada, 2017.

Content descriptions

General Note:
Issued as part of the desLibris documents collection.
Restrictions on Access Note:
Access restricted to authorized users and institutions.
Type of Computer File or Data Note:
Electronic monograph in PDF format.
System Details Note:
Mode of access: World Wide Web.
Subject: Black–scholes model
Cross-validation (statistics)
Dependent and independent variables
Finance
Financial economics
Financial markets
Forecasting
Futures contract
Investment
Linear regression
At-the-money
Cross-validation
Equity
Macroeconomic
Option
Prices
Regression
Regressors
Risk
Risks
Science and technology -- Mathematics
Science and technology -- Social sciences -- Economics
Variance
Genre: Electronic books

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