Keywords: GARCH
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Journal Articles
Journal of Forest Economics (2020) 35 (4): 375–395.
Published: 27 August 2020
... conditional heteroskedasticity (GARCH) models to examine the effect of two housing market reports, namely the New Residential Construction (Housing Starts) and the New Residential Sales reports, on the U.S. lumber futures market from 2000 to 2017. Our results suggest that the housing starts report indeed...
Journal Articles

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