Return and volatility spillover effects in agricultural commodity markets
Year of publication: |
2017
|
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Authors: | Bernhardt, Matthias |
Publisher: |
Salzburg : University of Salzburg, Department of Social Sciences and Economics |
Subject: | Agricultural commodity spot markets | VAR-ABEKK-in-mean | optimal asset allocation | optimal hedge ratios |
Series: | Working Papers in Economics ; 2017-03 |
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Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 1008955604 [GVK] hdl:10419/184744 [Handle] RePEc:ris:sbgwpe:2017_003 [RePEc] |
Source: |
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Return and volatility spillover effects in agricultural commodity markets
Bernhardt, Matthias, (2017)
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Bernhardt, Matthias, (2017)
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Bernhardt, Matthias, (2017)
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Bernhardt, Matthias, (2017)
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Der kommunale Finanzausgleich des Landes Nordrhein-Westfalen ; [Hauptbd.]
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