Bayesian state-space estimation of stochastic volatility for storable commodities
Year of publication: |
2011
|
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Authors: | Karali, Berna ; Power, Gabriel J. ; Ishdorj, Ariun |
Published in: |
American journal of agricultural economics. - Cary, NC : Oxford University Press, ISSN 0002-9092, ZDB-ID 218188-5. - Vol. 93.2011, 2, p. 434-440
|
Subject: | Rohstoffpreis | Commodity price | Volatilität | Volatility | Zustandsraummodell | State space model | Bayes-Statistik | Bayesian inference | Stochastischer Prozess | Stochastic process | USA | United States | 1986-2007 |
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