Forecasting volatility in commodity markets
By: Kenneth F. Kroner, Kevin P. Kneafsey, Stijn Claessens.
Contributors: Kneafsey, Kevin P.; Classens, Stijn.
Series: Policy research working paper ;; 1226; Policy research working papers ;; 1226.
Publisher: World Bank, International Economics Dept., Debt and International Finance Division
Published: 1993
Place of publication: Washington, D.C. (1818 H St. NW Washington DC 20433)
Language: eng
Number of pages: 20
Subjects: Commodity futures -- Developing countries.; Primary commodities -- Prices -- Developing countries -- Forecasting.
Notes: Includes bibliographical references (p. 16).
"November 1993"--Cover.