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

Stefan Reitz and Frank Westerhoff

Empirical Economics, 2007, vol. 33, issue 2, 244 pages

Keywords: Commodity markets; Chartists and fundamentalists; Nonlinearities; STAR-GARCH model; C51; D84; Q11 (search for similar items in EconPapers)
Date: 2007
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Citations: View citations in EconPapers (52)

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DOI: 10.1007/s00181-006-0100-7

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