Modeling price volatility linkages between corn and wheat : a multivariate GARCH estimation
Naveen Musunuru
| Year of publication: |
2014
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|---|---|
| Authors: | Musunuru, Naveen |
| Published in: |
International advances in economic research : IAER ; an official publication of the International Atlantic Economic Society. - Dordrecht [u.a.] : Springer, ISSN 1083-0898, ZDB-ID 1383843-X. - Vol. 20.2014, 3, p. 269-280
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| Subject: | Multivariate GARCH BEKK | Corn | Wheat | Volatility | Conditional covariance | Volatilität | ARCH-Modell | ARCH model | Weizenmarkt | Wheat market | Schätztheorie | Estimation theory | Multivariate Analyse | Multivariate analysis | Weizenanbau | Wheat production | Weizen | Schätzung | Estimation | Mais | Maize | Maismarkt | Maize market | Preiskonvergenz | Price convergence | Maisanbau | Maize production | Zeitreihenanalyse | Time series analysis |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10010532203