Analysis of staple food price behaviour : multivariate BEKK-GARCH model
Year of publication: |
August 2017
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Authors: | Jati, Kumara ; Premaratne, Gamini |
Published in: |
Journal of Asian finance, economics and business : JAFEB. - Seongnam, Gyeonggi, South Korea : Korea Distribution Science Association, ISSN 2288-4637, ZDB-ID 2897101-2. - Vol. 4.2017, 4, p. 27-37
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Subject: | Staple food price | Multivariate BEKK-GARCH | Volatility | Food crisis | Ernährungssicherung | Food security | Lebensmittelpreis | Food price | Volatilität |
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