Rezitis, Anthony N. - In: International Journal of Computational Economics and … 2 (2012) 3/4, pp. 197-222
This paper investigates producer-consumer price volatility in four meat markets in Greece: beef, lamb, pork and poultry. The methodology followed in this paper to measure price volatility is that of the diagonal VEC (DVEC) model of Bollerslev et al. (1988) while that of decomposing the estimated...