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

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:	Sloan School of Management.
Online Access:	http://hdl.handle.net/1721.1/59118

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