Time-varying correlation between agricultural commodity and...

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Time-varying correlation between agricultural commodity and energy price dynamics with Bayesian multivariate DCC-GARCH models

Shiferaw, Yegnanew A.
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Language:
english
Journal:
Physica A: Statistical Mechanics and its Applications
DOI:
10.1016/j.physa.2019.04.043
Date:
April, 2019
File:
PDF, 607 KB
english, 2019
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