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~person:"Khalaf, Lynda"
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Commodity price
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Khalaf, Lynda
Matthies, Klaus
42
Arezki, Rabah
37
Frankel, Jeffrey A.
28
Baffes, John
27
Prokopczuk, Marcel
24
Bloch, Harry
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Les cahiers de recherche / Université Laval, Département d'Economique
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ECONIS (ZBW)
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On jumps and ARCH effects in natural resource prices : an application to stumpage prices from Pacific Northwest national forests
Saphores, Jean-Daniel M.
;
Khalaf, Lynda
;
Pelletier, Denis
-
2000
Persistent link: https://www.econbiz.de/10001470050
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2
Simulation-based exact tests in jump-diffusion models in the resence of unidentified nuisance parameters : an application to commodity spot prices
Khalaf, Lynda
;
Saphores, Jean-Daniel M.
;
Bilodeau, …
-
2000
Persistent link: https://www.econbiz.de/10001470059
Saved in:
3
Forecasting commodity prices : GARCH, jumps, and mean reversion
Bernard, Jean-Thomas
;
Khalaf, Lynda
;
Kichian, Maral
; …
- In:
Journal of forecasting
27
(
2008
)
4
,
pp. 279-291
Persistent link: https://www.econbiz.de/10003826728
Saved in:
4
Forecasting commodity prices : GARCH, jumps, and mean reversion
Bernard, Jean-Thomas
;
Khalaf, Lynda
;
Kichian, Maral
; …
-
2006
Persistent link: https://www.econbiz.de/10003317527
Saved in:
5
On jumps and ARCH effects in natural resource prices : an application to Pacific Northwest stumpage prices
Saphores, Jean-Daniel M.
;
Khalaf, Lynda
;
Pelletier, Denis
- In:
American journal of agricultural economics
84
(
2002
)
2
,
pp. 387-400
Persistent link: https://www.econbiz.de/10001683998
Saved in:
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