Modeling long range dependence in wheat food price returns
Naveen Musunuru
| Year of publication: |
2019
|
|---|---|
| Authors: | Musunuru, Naveen |
| Published in: |
International journal of economics and finance. - Toronto, ISSN 1916-971X, ZDB-ID 2531850-0. - Vol. 11.2019, 9, p. 46-54
|
| Subject: | long memory | volatility | fractional integration | wheat | Volatilität | Volatility | Zeitreihenanalyse | Time series analysis | Weizen | Wheat | Weizenmarkt | Wheat market | ARCH-Modell | ARCH model | Weizenanbau | Wheat production | Lebensmittelpreis | Food price | Schätzung | Estimation | Nichtparametrisches Verfahren | Nonparametric statistics | Weizenpreis | Wheat price | Weizenpolitik | Wheat policy |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.5539/ijef.v11n9p46 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012107483