A tale of two tails : explaining extreme events in financialized agricultural markets
Year of publication: |
May 2017
|
---|---|
Authors: | Algieri, Bernardina ; Kalkuhl, Matthias ; Koch, Nikolas |
Published in: |
Food policy : economics planning and politics of food and agriculture. - Amsterdam [u.a.] : Elsevier, ISSN 0306-9192, ZDB-ID 194840-4. - Vol. 69.2017, p. 256-269
|
Subject: | Agricultural prices | Futures market | Tail events | GARCH analysis | Multinomial logit | Agrarmarkt | Agricultural market | ARCH-Modell | ARCH model | Ausreißer | Outliers | Volatilität | Volatility | Statistische Verteilung | Statistical distribution | Schätzung | Estimation | Logit-Modell | Logit model |
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