Author:
Cartwright Phillip A.,Riabko Natalija
Publisher
Springer Science and Business Media LLC
Subject
Finance,General Business, Management and Accounting,Accounting
Reference69 articles.
1. Affleck-Graves J, McDonald B (1989) Nonnormalities and tests of asset pricing theories. J Finance 44:889–908
2. Altay-Salih A, Pinar M, Leyffer S (2003) Constrained nonlinear programming for volatility estimation with GARCH models. SIAM Rev 45:485–503
3. Andersen TG, Bollerslev T (1998) Answering the skeptics: yes, standard volatility models do provide accurate forecasts, symposium on forecasting and empirical methods in macroeconomics and finance. Int Econ Rev 39:885–905
4. Baffes J (2007) Oil spills on other commodities. Resour Policy 32:126–134
5. Balcombe K (2010) The nature and determinants of volatility in agricultural prices: an empirical study from 1962–2008, 2–24, in Commodity Market Rev, 2009–2010. Food and Agriculture Organization of the United Nations. FAO, Rome
Cited by
2 articles.
订阅此论文施引文献
订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献