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~institution:"Department of Economics and Related Studies, University of York"
~subject:"TGARCH"
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TGARCH
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Swaray, Raymond B
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Department of Economics and Related Studies, University of York
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
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Development and Policies Research Center (Depocen)
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Siirtymätalouksien tutkimuslaitos, Suomen Pankki
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Volatility of primary commodity prices: some evidence from agricultural exports in Sub-Saharan Africa.
Swaray, Raymond B
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Department of Economics and Related Studies, University …
models ranked the
GARCH
version as the best statistical fit, lending support for hypotheses of persistence, symmetry and …
Persistent link: https://www.econbiz.de/10005523935
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