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<section name="raw"> <SEQUENTIAL> <record key="001" att1="001" value="168585" att2="168585">001 168585</record> <field key="037" subkey="x">englisch</field> <field key="050" subkey="x">Aufsatz, Zeitschrift</field> <field key="076" subkey="">Ökonomie</field> <field key="079" subkey="y">http://dx.doi.org/10.1007/s00181-006-0100-7</field> <field key="079" subkey="z">Reitz, Stefan - et al., Commodity price cycles and heterogeneous speculators: a STAR-GARCH model (pdf)</field> <field key="100" subkey="">Reitz, Stefan</field> <field key="103" subkey="">Department of Economics, Deutsche Bundesbank, Frankfurt, Germany</field> <field key="104" subkey="a">Westerhoff, Frank</field> <field key="107" subkey="">Department of Economics, University of Osnabrück, Osnabrück, Germany</field> <field key="331" subkey="">Commodity price cycles and heterogeneous speculators: a STAR-GARCH model</field> <field key="542" subkey="">0377-7332</field> <field key="542" subkey="w">1435-8921</field> <field key="544" subkey="n">EE33.2007(2);2</field> <field key="590" subkey="">Empirical Economics, A Journal of the Institute for Advanced Studies, Vienna, Austria</field> <field key="596" subkey="a">33.2007, issue 2, 231 - 244</field> <field key="700" subkey="">C51</field> <field key="700" subkey="">D84</field> <field key="700" subkey="">Q11</field> <field key="720" subkey="">Commodity markets</field> <field key="720" subkey="">Chartists and fundamentalists</field> <field key="720" subkey="">Nonlinearities</field> <field key="720" subkey="">STAR-GARCH model</field> </SEQUENTIAL> </section> Servertime: 0.318 sec | Clienttime:
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