Work

GARCH modeling of five popular commodities

Year: 2014

Type: article

Source: Empirical Economics

DOI: 10.1007/s00181-014-0845-3

Authors: Saralees Nadarajah, Emmanuel Afuecheta, Stephen Chan

Institution: University of Manchester

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W2162042839

FWCI: 2.712

Cites: 62

Cited by: 18

Related to: 10