Forecasting commodity prices: GARCH, jumps, and mean reversion
Year of publication: |
2008
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Authors: | Bernard, Jean-Thomas ; Khalaf, Lynda ; Kichian, Maral ; Mcmahon, Sebastien |
Published in: |
Journal of forecasting. - Chichester : Wiley, ISSN 0277-6693, ZDB-ID 7834329. - Vol. 27.2008, 4, p. 279-292
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