A statistical analysis of the natural gas futures market : the interplay of sentiment, volatility and prices

Thesis (M.B.A.)--Massachusetts Institute of Technology, Sloan School of Management, 2010.

Bibliographic Details
Main Author: Fazzio, Thomas J. (Thomas Joseph)
Other Authors: Andrew. W. Lo.
Format: Thesis
Language:eng
Published: Massachusetts Institute of Technology 2010
Subjects:
Online Access:http://hdl.handle.net/1721.1/59118