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Persistent link: https://www.econbiz.de/10003244463
This study investigates the autoregressive conditional heteroscedasticity (ARCH) and generalized-ARCH (GARCH) effects in the price series of Australian South-East Fishery's quota species. It is found that in all cases significant ARCH and/or GARCH effects are present. To search for the origins...
Persistent link: https://www.econbiz.de/10009223964