-nonlinearity approach (Olivier Damette and Fredj Jawadi) -- Part II. Financial econometrics -- Chapter 7. Econometrics of commodities (Jean … econometrics of commodity markets and globalization. Furthermore, it demonstrates the application of recent techniques in various … classes of volatility models. The book is divided into two parts: The first part applies econometrics to the field of …

econometrics of commodity markets and globalization. Furthermore, it demonstrates the application of recent techniques in various … classes of volatility models. The book is divided into two parts: The first part applies econometrics to the field of … applies econometrics to a wide range of topics in financial economics, including price dynamics in equity, commodity and …