Forecasting commodity prices
Subtitle: GARCH, jumps, and mean reversion
By: by Jean-Thomas Bernard ... [et al.].
Contributors: Bernard, Jean-Thomas, 1946-; Bank of Canada.
Series: Bank of Canada working paper -- 2006-14; Working paper (Bank of Canada) -- 2006-14.
Publisher: Bank of Canada
Published: 2006
Place of publication: [Ottawa]
Language: eng
Number of pages: 12
Subjects: Prices -- Forecasting -- Econometric models.; Natural resources -- Prices -- Forecasting -- Econometric models.
Notes: Distributed by the Government of Canada Depository Services Program.

Includes bibligraphical references.

Includes abstract in French.