Jumps and regime switching in commodity prices

Ph.D

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Bibliographic Details
Main Author:	TANMAY SATPATHY
Other Authors:	FINANCE
Format:	Theses and Dissertations
Language:	English
Published:	2012
Subjects:	Jump diffusion, Regime switching, Particle filter, Commodity futures
Online Access:	http://scholarbank.nus.edu.sg/handle/10635/35053
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Institution:	National University of Singapore
Language:	English

id	sg-nus-scholar.10635-35053
record_format	dspace
spelling	sg-nus-scholar.10635-350532024-10-25T18:59:24Z Jumps and regime switching in commodity prices TANMAY SATPATHY FINANCE DUAN JIN-CHUAN Jump diffusion, Regime switching, Particle filter, Commodity futures Ph.D DOCTOR OF PHILOSOPHY 2012-10-11T18:00:38Z 2012-10-11T18:00:38Z 2011-01-28 Thesis TANMAY SATPATHY (2011-01-28). Jumps and regime switching in commodity prices. ScholarBank@NUS Repository. http://scholarbank.nus.edu.sg/handle/10635/35053 NOT_IN_WOS en
institution	National University of Singapore
building	NUS Library
continent	Asia
country	Singapore Singapore
content_provider	NUS Library
collection	ScholarBank@NUS
language	English
topic	Jump diffusion, Regime switching, Particle filter, Commodity futures
spellingShingle	Jump diffusion, Regime switching, Particle filter, Commodity futures TANMAY SATPATHY Jumps and regime switching in commodity prices
description	Ph.D
author2	FINANCE
author_facet	FINANCE TANMAY SATPATHY
format	Theses and Dissertations
author	TANMAY SATPATHY
author_sort	TANMAY SATPATHY
title	Jumps and regime switching in commodity prices
title_short	Jumps and regime switching in commodity prices
title_full	Jumps and regime switching in commodity prices
title_fullStr	Jumps and regime switching in commodity prices
title_full_unstemmed	Jumps and regime switching in commodity prices
title_sort	jumps and regime switching in commodity prices
publishDate	2012
url	http://scholarbank.nus.edu.sg/handle/10635/35053
_version_	1821210846655676416

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