Volatility spill-overs in commodity spot prices : new empirical results
Year of publication: |
2009
|
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Authors: | Dahl, Christian M. ; Iglesias, Emma M. |
Published in: |
Economic modelling. - Amsterdam [u.a.] : Elsevier, ISSN 0264-9993, ZDB-ID 86824-3. - Vol. 26.2009, 3, p. 601-607
|
Subject: | Rationale Erwartung | Rational expectations | Rohstoffpreis | Commodity price | Spotmarkt | Spot market | Spillover-Effekt | Spillover effect | ARCH-Modell | ARCH model |
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