SCOPUS 정보 검색 플랫폼

Volumn 31, Issue 3, 2010, Pages 159-166

A note on the oil price trend and GARCH shocks

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EID: 84862192991 PISSN: 01956574 EISSN: None Source Type: Journal
DOI: 10.5547/ISSN0195-6574-EJ-Vol31-No3-8 Document Type: Article

Times cited : (15)

References (11)

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2
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- A general test for time dependence in parameters
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3
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- Becker, R.¹ Enders, W.² Lee, J.³

4
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- Natural resource prices: Will they ever turn up
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- Berck, P.¹ Roberts, M.²

5
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- Generalized autoregressive conditional heteroskedasticity
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- Bollerslev, R.¹

6
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- Neglecting parameter changes in GARCH models
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- Hillebrand, E.¹

7
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- The economics of exhaustible resources
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8
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9
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- Minimum LM unit root test with two structural breaks
- Lee, J. and M.C. Strazicich (2003). "Minimum LM Unit Root Test with Two Structural Breaks." Review of Economics and Statistics 85: 1082-1089.
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- Lee, J.¹ Strazicich, M.C.²

10
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- Non-renewable resource prices: Deterministic or stochastic trends
- Lee, J., J.A. List and M.C. Strazicich (2006). "Non-Renewable Resource Prices: Deterministic or Stochastic Trends." Journal of Environmental Economics and Management 51: 354-70.
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