Commodity price cycles and heterogeneous speculators: a STAR–GARCH model

Author： Reitz Stefan   Westerhoff Frank  

Publisher： Springer Publishing Company

E-ISSN： 1435-8921|33|2|231-244

ISSN： 0377-7332

Source： Empirical Economics, Vol.33, Iss.2, 2007-09, pp. : 231-244

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