Sebastien McMahon - Latest - Bank of Canada
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Bank of Canada RSS Feedsen2024-03-28T21:49:13+00:00Forecasting Commodity Prices: GARCH, Jumps, and Mean Reversion
https://www.bankofcanada.ca/2006/04/working-paper-2006-14/
Fluctuations in the prices of various natural resource products are of concern in both policy and business circles; hence, it is important to develop accurate price forecasts.2006-04-04T11:59:01+00:00enForecasting Commodity Prices: GARCH, Jumps, and Mean Reversion2006-04-04Econometric and statistical methodsWorking Paper 2006-14 https://www.bankofcanada.ca/wp-content/uploads/2010/02/wp06-14.pdfForecasting Commodity Prices: GARCH, Jumps, and Mean ReversionJean-Thomas BernardLynda KhalafMaral KichianSebastien McMahonApril 2006CC5C52C53EE3E37