Market interdependence and volatility transmission among major crops
Year of publication: |
March 2016
|
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Authors: | Gardebroek, Cornelis ; Hernandez, Manuel A. ; Robles, Miguel |
Published in: |
Agricultural economics : the journal of the International Association of Agricultural Economists. - Hoboken, NJ : Wiley-Blackwell, ISSN 0169-5150, ZDB-ID 742889-3. - Vol. 47.2016, 2, p. 141-155
|
Subject: | Volatility transmission | Agricultural commodities | MGARCH | Volatilität | Volatility | Spillover-Effekt | Spillover effect | Schätzung | Estimation | Welt | World |
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