BAYESIAN STATE-SPACE ESTIMATION OF STOCHASTIC VOLATILITY FOR STORABLE COMMODITIES

被引:3
|
作者
Karali, Berna [1 ]
Power, Gabriel J. [2 ]
Ishdorj, Ariun [2 ]
机构
[1] Univ Georgia, Dept Agr & Appl Econ, Athens, GA 30602 USA
[2] Texas A&M Univ, Dept Agr Econ, College Stn, TX 77843 USA
关键词
MODELS;
D O I
10.1093/ajae/aaq159
中图分类号
F3 [农业经济];
学科分类号
0202 ; 020205 ; 1203 ;
摘要
引用
收藏
页码:434 / 440
页数:7
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