Discussion of volatility in agribusiness-oriented asset markets : peeking through a Bayesian window
Year of publication: |
2011
|
---|---|
Authors: | Tobias, Justin L. |
Other Persons: | Dorfman, Jeffrey H. (contributor) ; Karali, Berna (reviewed) ; Du, Xiaodong (contributor) |
Published in: |
American journal of agricultural economics. - Cary, NC : Oxford University Press, ISSN 0002-9092, ZDB-ID 218188-5. - Vol. 93.2011, 2, p. 441-443
|
Subject: | Biokraftstoff | Biofuel | Preis | Price | Volatilität | Volatility | Technischer Fortschritt | Technological change | Börsenkurs | Share price | Kapitaleinkommen | Capital income | Stochastischer Prozess | Stochastic process | USA | United States | Agroindustrie | Agro-industry | Aktienmarkt | Stock market | Rohstoffpreis | Commodity price | Zustandsraummodell | State space model | Bayes-Statistik | Bayesian inference | 2005-2008 | 1927-2008 | 1986-2007 |
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