Rezitis, Anthony N.; Stavropoulos, Konstantinos S. - 2009
price volatility, while price and supply equations areestimated jointly. In addition to the standard GARCH model, several … GARCH models, the quadratic NAGARCH model seems to betterdescribe producers’ price volatility, which was found to be an … Greek pork sector. Finally, the model providesforecasts for quantity supplied, producers’ price, and price volatility. …