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subject:"ARCH model"
~type_genre:"Aufsatz in Zeitschrift"
~isPartOf:"Journal of agricultural economics"
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ARCH model
Commodity derivative
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Dawson, Philip J.
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Sanjuán-López, Ana I.
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Tiffin, Abigail L.
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Journal of agricultural economics
Energy economics
82
Economic modelling
16
Finance research letters
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The journal of futures markets
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Applied economics
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International Journal of Energy Economics and Policy : IJEEP
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International review of financial analysis
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International journal of bonds and derivatives
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International journal of forecasting
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Journal of agricultural and resource economics : JARE ; the journal of the Western Agricultural Economics Association
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Journal of banking & finance
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The European journal of finance
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
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European review of agricultural economics : ERAE
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Finance India : the quarterly journal of Indian Institute of Finance
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Financial innovation : FIN
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IIMB management review
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International journal of financial research
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Journal of emerging market finance
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Pacific-Basin finance journal
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Volatility effects of index trading and spillovers on US agricultural futures markets : a multivariate GARCH approach
Sanjuán-López, Ana I.
;
Dawson, Philip J.
- In:
Journal of agricultural economics
68
(
2017
)
3
,
pp. 822-838
Persistent link: https://www.econbiz.de/10011949368
Saved in:
2
Optimal hedging ratios for wheat and barley at the LIFFE : a GARCH approach
Dawson, Philip J.
;
Tiffin, Abigail L.
;
White, Ben
- In:
Journal of agricultural economics
51
(
2000
)
2
,
pp. 147-161
Persistent link: https://www.econbiz.de/10001474672
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