Using a functional approach to test trending volatility in the price of Mexican and international agricultural products
Santiago Guerrero, Gerardo Hernández-del-Valle, Miriam Juárez-Torres
| Year of publication: |
January 2017
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|---|---|
| Authors: | Guerrero, Santiago ; Hernández del Valle, Gerardo ; Juárez-Torres, Miriam |
| 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. 48.2017, 1, p. 3-13
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| Subject: | ARCH | GARCH | Price Volatility | Agricultural Prices | Volatilität | Volatility | Agrarpreis | Agricultural price | ARCH-Modell | ARCH model | Mexiko | Mexico | Schätzung | Estimation | Zeitreihenanalyse | Time series analysis | Schätztheorie | Estimation theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1111/agec.12290 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011740505