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AgEcon Search 4 records found Search took 0.05 seconds. 
1.
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 |
2.
This paper assesses the roles of various factors influencing the volatility of crude oil prices and the possible linkage between this volatility and agricultural commodit [...]
2009-05 | Working or Discussion Paper |
3.
This paper assesses the roles of various factors influencing the volatility of crude oil prices and the possible linkage between this volatility and agricultural commodit [...]
2009 | Conference Paper/ Presentation |
4.
This research analyzed (2005-2013) persistence, leverage and unconditional variance Agricultural-commodities4 return. Therefore, we resorted to APARCH model. Estimates po [...]
30 June 2015 | Journal Article |

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