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A Common Factor of Stochastic Volatilities between Oil and Commodity PricesA Common Factor of Stochastic Volatilities between Oil and Commodity Prices

Alternative Title
A Common Factor of Stochastic Volatilities between Oil and Commodity Prices
Authors
LEE EUN HEE
Issue Date
28-7월-2015
Publisher
Agricultural & Applied Economics Association
Citation
AAEA (Agricultural & Applied Economics Association) &WAEA Joint Annual Meeting
URI
https://scholar.korea.ac.kr/handle/2021.sw.korea/33620
Conference Name
AAEA (Agricultural & Applied Economics Association) &WAEA Joint Annual Meeting
Place
US
San Francisco, USA,
Conference Date
2015-07-26
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