Search

Display:

Collections:

Format:

Publication Type:

  • 3

Publication Type:

  • 3
AgEcon Search 3 records found Search took 0.05 seconds. 
1.
This paper analyzes the multivariate stochastic volatilities with a common factor which is affecting both the volatilities of crude oil and agricultural commodity prices [...]
2015-05 | Conference Paper/ Presentation |
2.
3.
This study adopts a stochastic volatility (SV) model with two asymptotic regimes and a smooth transition for oil returns. We find that SV models with a smooth transition [...]
23 May 2016 | Conference Paper/ Presentation |

Interested in being notified about new results for this query?
Set up a personal email alert or subscribe to the RSS feed.