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  • Volatility persistence and inventory effect in grain futures markets: evidence from a recursive model
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Volatility persistence and inventory effect in grain futures markets: evidence from a recursive model

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Bibliographic Details
Main Author: Rodrigo Lanna Franco da Silveira
Format: Artículo científico
Language:en
Published: Universidade de São Paulo 2017
Subjects:
Administración y Contabilidad
Price volatility
Inventory effect
Grain futures markets
Volatility persistence
Online Access:
Acceder al recurso 1 Acceder al recurso 2 Acceder al recurso 3 Acceder al recurso 4 Acceder al recurso 5 Acceder al recurso 6
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Internet

https://www.redalyc.org/articulo.oa?id=553863972006
https://www.redalyc.org/journal/5538/553863972006/
https://www.redalyc.org/journal/5538/553863972006/html/
https://www.redalyc.org/journal/5538/553863972006/553863972006.epub
https://www.redalyc.org/journal/5538/553863972006/movil
https://doi.org/10.1016/j.rausp.2017.08.003

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