comm1.dat
Creators:
Stacie Beck
From the dataset abstract
Muth's (1961) rational expectations model of commodity markets implies that inventory carryover creates ARCH processes in prices. The model also indicates that the expected price variance...
Source: Autoregressive conditional heteroscedasticity in commodity spot prices (replication data)
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Metadata
| Field | Value |
|---|---|
| Format | dat |
| License | CC-BY 4.0 |
| URL | https://journaldata.zbw.eu/dataset/4c5df3dc-65cd-4b76-929d-5539027e1903/resource/6b139021-57ac-4f68-a29b-8306fb2682ae/download/comm1.dat |
| Last updated | November 10, 2022 |
| Created | November 10, 2022 |
