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  • Search: subject:"GARCH conditional volatility"
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ARCH model 1 ARCH-Modell 1 Commodity exchange 1 Commodity market 1 GARCH conditional volatility 1 Rohstoffmarkt 1 Speculation 1 Spekulation 1 Theorie 1 Theory 1 Volatility 1 Volatilität 1 Warenbörse 1 excessive speculation 1 linear and nonlinear Granger analysis 1
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Algieri, Bernardina 1
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International review of applied economics 1
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Conditional price volatility, speculation, and excessive speculation in commodity markets : sheep or shepherd behaviour?
Algieri, Bernardina - In: International review of applied economics 30 (2016) 2, pp. 210-237
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