GARCH modeling of five popular commodities
- 期刊名称Empirical Economics
- 作者Nadarajah, Saralees; Afuecheta, Emmanuel; Chan, Stephen
- 卷第48卷
- 期第4期
- 印刷ISSN0377-7332
- 电子ISSN1435-8921
- 文件大小567.62KB
- 发表时间2015-6
- DOI10.1007/s00181-014-0845-3
- 页码1691-1712
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