Volatility and market risk of the pork market in China
Year of publication: |
July 2016
|
---|---|
Authors: | Pan, Wei-Fong |
Published in: |
The empirical economics letters : a monthly international journal of economics. - Rajshahi, ISSN 1681-8997, ZDB-ID 2560109-X. - Vol. 15.2016, 7, p. 697-704
|
Subject: | Agricultural Commodity | Volatility | GED-Garch | Value-at-Risk (VAR) | Market Risk | Volatilität | Risikomaß | Risk measure | China | ARCH-Modell | ARCH model | Marktrisiko | Market risk | Risikomanagement | Risk management | Welt | World | Risiko | Risk | VAR-Modell | VAR model |
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