Price volatility and rational expectations in a sectoral framework commodity model : a multivariate GARCH approach
Anthony N. Rezitis; Konstantinos S. Stavropoulos
| Year of publication: |
2011
|
|---|---|
| Authors: | Rezitis, Anthony N. ; Stavropoulos, Konstantinos S. |
| Published in: |
Agricultural economics : the journal of the International Association of Agricultural Economists. - Hoboken, NJ : Wiley-Blackwell, ISSN 0169-5150, ZDB-ID 742889-3. - Vol. 42.2011, 3, p. 419-435
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| Subject: | Rohstoffpreis | Commodity price | Volatilität | Volatility | Fleisch | Meat | EU-Agrarpolitik | Common agricultural policy | ARCH-Modell | ARCH model | Griechenland | Greece |
| 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://www.econbiz.de/10009010533