Commodity price cycles and heterogeneous speculators: a STAR–GARCH model
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Bibliographic InfoArticle provided by Springer in its journal Empirical Economics.
Volume (Year): 33 (2007)
Issue (Month): 2 (September)
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Find related papers by JEL classification:
- C51 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Model Construction and Estimation
- D84 - Microeconomics - - Information, Knowledge, and Uncertainty - - - Expectations; Speculations
- Q11 - Agricultural and Natural Resource Economics; Environmental and Ecological Economics - - Agriculture - - - Aggregate Supply and Demand Analysis; Prices
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