Open AccessPrice Volatility Modelling – Wheat: GARCH Model Application
Author(s) -
Michal Čermák,
Karel Malec,
Mansoor Maitah
Publication year - 2017
Publication title -
agris on-line papers in economics and informatics
Language(s) - Uncategorized
Resource type - Journals
SCImago Journal Rank - 0.245
H-Index - 16
ISSN - 1804-1930
DOI - 10.7160/aol.2017.090402
Subject(s) - autoregressive conditional heteroskedasticity , volatility (finance) , volatility clustering , economics , futures contract , econometrics , heteroscedasticity , commodity market , financial economics , finance