Modeling price volatility linkages between corn and wheat : a multivariate GARCH estimation
Year of publication: |
2014
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Authors: | Musunuru, Naveen |
Published in: |
International advances in economic research : IAER ; an official publication of the International Atlantic Economic Society. - Dordrecht [u.a.] : Springer, ISSN 1083-0898, ZDB-ID 1383843-X. - Vol. 20.2014, 3, p. 269-280
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Subject: | Multivariate GARCH BEKK | Corn | Wheat | Volatility | Conditional covariance | Volatilität | ARCH-Modell | ARCH model | Multivariate Analyse | Multivariate analysis | Schätztheorie | Estimation theory | Weizenanbau | Wheat production | Weizenmarkt | Wheat market | Schätzung | Estimation | Weizen | Börsenkurs | Share price |
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