Commodity price cycles and heterogeneous speculators: a STAR–GARCH model
| Year of publication: |
2007
|
|---|---|
| Authors: | Reitz, Stefan ; Westerhoff, Frank |
| Published in: |
Empirical Economics. - Department of Economics and Finance Research and Teaching. - Vol. 33.2007, 2, p. 231-244
|
| Publisher: |
Department of Economics and Finance Research and Teaching |
| Subject: | Commodity markets | Chartists and fundamentalists | Nonlinearities | STAR-GARCH model |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10005612958