Wavelet-based analysis of guar futures in India : did we kill the golden goose?
Year of publication: |
2022
|
---|---|
Authors: | Bandyopadhyay, Arunava ; Bhowmik, Souvik ; Rajib, Prabina |
Published in: |
Journal of agribusiness in developing and emerging economies : JADEE. - Bingley : Emerald, ISSN 2044-0847, ZDB-ID 2623963-2. - Vol. 12.2022, 1, p. 104-125
|
Subject: | BEKK-GARCH | Excessive speculation | Granger causality | Trading ban | Wavelet | Indien | India | Kausalanalyse | Causality analysis | Spekulation | Speculation | Zustandsraummodell | State space model |
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