Volatility Spillover and Time-Varying Conditional Correlation Between DDGS, Corn, and Soybean Meal Markets
Year of publication: |
2016
|
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Authors: | Etienne, Xiaoli Liao |
Other Persons: | Trujillo-Barrera, Andrés (contributor) ; Hoffman, Linwood A. (contributor) |
Publisher: |
[2016]: [S.l.] : SSRN |
Subject: | Volatilität | Volatility | Sojabohne | Soybean | Rohstoffderivat | Commodity derivative | Korrelation | Correlation | ARCH-Modell | ARCH model | Spillover-Effekt | Spillover effect | Mais | Maize | Maismarkt | Maize market |
Extent: | 1 Online-Ressource (39 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments July 18, 2016 erstellt |
Other identifiers: | 10.2139/ssrn.2811255 [DOI] |
Classification: | Q11 - Aggregate Supply and Demand Analysis; Prices ; Q14 - Agricultural Finance ; O13 - Agriculture; Natural Resources; Energy; Environment; Other Primary Products ; C5 - Econometric Modeling ; C00 - Mathematical and Quantitative Methods. General |
Source: | ECONIS - Online Catalogue of the ZBW |
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