Volatility transmission in agricultural futures markets
Joscha Beckmann; Robert Czudaj
| Year of publication: |
2014
|
|---|---|
| Authors: | Beckmann, Joscha ; Czudaj, Robert |
| Published in: |
Economic modelling. - Amsterdam [u.a.] : Elsevier, ISSN 0264-9993, ZDB-ID 86824-3. - Vol. 36.2014, p. 541-546
|
| Subject: | Agriculture | Commodities | Futures markets | GARCH-in-mean VAR | Volatility | Volatilität | Rohstoffderivat | Commodity derivative | Agrarprodukt | Agricultural product | VAR-Modell | VAR model | ARCH-Modell | ARCH model | Warenbörse | Commodity exchange | Landwirtschaft |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Konferenzbeitrag ; Conference paper ; Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010416370