Commodity volatility breaks

Journal of International Financial Markets, Institutions and Money

Volumn 22, Issue 2, 2012, Pages 395-422

  Vivian, Andrew ^a   Wohar, Mark E ^b  

^a LOUGHBOROUGH UNIVERSITY   (United Kingdom)

^b UNIVERSITY OF NEBRASKA AT OMAHA   (United States)

Author keywords

Commodity spot returns; GARCH; Structural breaks

Indexed keywords

EID: 84857113348     PISSN: 10424431     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.intfin.2011.12.003     Document Type: Article

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