Volatility and Causality in Strategic Commodities: Characteristics, Myth and Evidence
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References listed on IDEAS
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More about this item
KeywordsGARCH; asymmetry; news impact curve; cointegration; Granger-causality;
- R00 - Urban, Rural, Regional, Real Estate, and Transportation Economics - - General - - - General
- Z0 - Other Special Topics - - General
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