On jumps and ARCH effects in natural resource prices : an application to Pacific Northwest stumpage prices
Jean-Daniel Saphores; Lynda Khalaf, and Denis Pelletier
| Year of publication: |
2002
|
|---|---|
| Authors: | Saphores, Jean-Daniel ; Khalaf, Lynda ; Pelletier, Denis |
| Published in: |
American journal of agricultural economics. - Cary, NC : Oxford University Press, ISSN 0002-9092, ZDB-ID 218188-5. - Vol. 84.2002, 2, p. 387-400
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| Subject: | USA (Pacific Northwest) | Rohstoffpreis | Commodity price | Volatilität | Volatility | ARCH-Modell | ARCH model | Holz | Wood | Preis | Price | Holzeinschlag | Forest harvest | Theorie | Theory | 1973-1997 |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | In: American journal of agricultural economics |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001683998