Quantity :1
Title: Volatility transmission on international futures markets during the 2007/08 price surge.
Author : Schmitz, Jochen
Subject:
commodity futures, corn, time series, price volatility transmission, multivariate GARCH,
Material : serials
Serial Title : Landbauforschung vTI Agriculture and Forestry Research
Publisher : Johann Heinrich von Thunen Institute (vTI),
ISSN : 0458-6859
PR-AS
2011
LAFR v61n4
SEARCA Library
Serials