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Forecasting commodity prices : GARCH, jumps, and mean reversion

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Title: Forecasting commodity prices : GARCH, jumps, and mean reversion
Creator: Bernard,Jean-Thomas, Bank of Canada
Subject: Prices Forecasting, Econometric models, Natural resources Prices Forecasting
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Date: 2006
Type: Electronic(1)
Format
Identifier: 499, govdocs:100
Source: Publisher: Bank of Canada Place of publication: Ottawa
Language: eng; Includes abstract in French.
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