Commodity price volatility under regulatory changes and disaster
Year of publication: |
September 2016
|
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Authors: | Marvasti, Akbar ; Lamberte, Antonio |
Published in: |
Journal of empirical finance. - Amsterdam [u.a.] : Elsevier, ISSN 0927-5398, ZDB-ID 1158263-7. - Vol. 38.2016, Part A, p. 355-361
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Subject: | Price volatility | GARCH | Time series | Regulatory change | Disaster | Volatilität | Volatility | ARCH-Modell | ARCH model | Zeitreihenanalyse | Time series analysis | Katastrophe | Rohstoffpreis | Commodity price | Börsenkurs | Share price | Regulierung | Regulation | Schätzung | Estimation |
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