Do the Indian agricultural commodities' prices exhibit non-linear mean reversion? : an empirical evidence
Year of publication: |
2015
|
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Authors: | Tiwari, Aviral Kumar ; Aruna, Mothkuri ; Dash, Aruna Kumar |
Published in: |
Theoretical economics letters. - Irvine, Calif. : Scientific Research, ISSN 2162-2078, ZDB-ID 2657454-8. - Vol. 5.2015, 2, p. 332-342
|
Subject: | Non-Linearity | Mean-Reversion | Prices of Agricultural Commodities | Inflation | Agrarpreis | Agricultural price | Indien | India | Mean Reversion | Mean reversion | Nichtlineare Regression | Nonlinear regression |
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