On Jumps and ARCH Effects in Natural Resource Prices. An Application to Stumpage Prices from Pacific Northwest National Forests.
Year of publication: |
2000
|
---|---|
Authors: | Saphores, J.D. ; Khalaf, L. ; Pelletier, D. |
Institutions: | Groupe de recherche en économie de l'énergie, de l'environnement et des ressources naturelles, Université Laval |
Subject: | TIME SERIES | TESTS | ECONOMIC MODELS |
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