Olivier Matringe

United Nations - Trade Analysis Branch

Palais des Nations

Office E 8074

Geneva, 1211

Switzerland

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Scholarly Papers (1)

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Application of GARCH Models in Forecasting the Volatility of Agricultural Commodities

Number of pages: 17 Posted: 27 Dec 2005
Olivier Matringe and Tony Guida
United Nations - Trade Analysis Branch and Université de Savoie - Finance and Banking
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Abstract:

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GARCH, commodities, volatility, forecasting, risk management