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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; Khalaf, Lynda; Pelletier, Denis - 2000
Persistent link: https://www.econbiz.de/10001470050
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Simulation-based exact jump tests in models with conditional heteroskedasticity
Khalaf, Lynda; Saphores, Jean-Daniel; Bilodeau, … - In: Journal of economic dynamics & control 28 (2003) 3, pp. 531-553
Persistent link: https://www.econbiz.de/10001853762
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On jumps and ARCH effects in natural resource prices : an application to Pacific Northwest stumpage prices
Saphores, Jean-Daniel; Khalaf, Lynda; Pelletier, Denis - In: American journal of agricultural economics 84 (2002) 2, pp. 387-400
Persistent link: https://www.econbiz.de/10001683998