Speculation and Volatility Spillover in the Crude Oil and Agricultural Commodity Markets: A Bayesian Analysis
Year of publication: |
2009-04-29
|
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Authors: | Du, Xiaodong ; Yu, Cindy L. ; Hayes, Dermot J. |
Subject: | Gibbs sampling | Merton jump | leverage effect | stochastic volatility | Demand and Price Analysis | Financial Economics | Resource /Energy Economics and Policy |
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