Volatility and causality in strategic commodities : characteristics, myth and evidence
Youngho Chang, Zheng Fang & Shigeyuki Hamori
| Year of publication: |
August 2017
|
|---|---|
| Authors: | Youngho, Chang ; Fang, Zheng ; Hamori, Shigeyuki |
| Published in: |
International journal of economics and finance. - Toronto, ISSN 1916-971X, ZDB-ID 2531850-0. - Vol. 9.2017, 8, p. 162-178
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| Subject: | GARCH | asymmetry | news impact curve | cointegration | Granger-causality | Volatilität | Volatility | ARCH-Modell | ARCH model | Kausalanalyse | Causality analysis | Kointegration | Cointegration | Zeitreihenanalyse | Time series analysis | Theorie | Theory | Schätzung | Estimation | Börsenkurs | Share price |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.5539/ijef.v9n8p162 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011714755