Volatility transmission in agricultural futures markets
Year of publication: |
2014
|
---|---|
Authors: | Beckmann, Joscha ; Czudaj, Robert |
Published in: |
Economic Modelling. - Elsevier, ISSN 0264-9993. - Vol. 36.2014, C, p. 541-546
|
Publisher: |
Elsevier |
Subject: | Agriculture | Commodities | Futures markets | GARCH-in-mean VAR | Volatility |
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