Understanding return and volatility spillovers among major agricultural commodities
Amine Lahiani; Duc Khuong Nguyen; Thierry Vo
| Year of publication: |
2013
|
|---|---|
| Authors: | Lahiani, Amine ; Nguyen, Duc Khuong ; Vo, Thierry |
| Published in: |
The journal of applied business research. - Littleton, Colo. : CIBER Research Inst., ISSN 0892-7626, ZDB-ID 1107555-7. - Vol. 29.2013, 6, p. 1781-1790
|
| Subject: | Agricultural Commodities | Volatility Spillovers | Optimal Hedging | VAR-GARCH | Volatilität | Volatility | Spillover-Effekt | Spillover effect | Hedging | Rohstoffderivat | Commodity derivative | ARCH-Modell | ARCH model |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010229476