Modeling long range dependence in wheat food price returns
Year of publication: |
2019
|
---|---|
Authors: | Musunuru, Naveen |
Published in: |
International journal of economics and finance. - Toronto, ISSN 1916-971X, ZDB-ID 2531850-0. - Vol. 11.2019, 9, p. 46-54
|
Subject: | long memory | volatility | fractional integration | wheat | Volatilität | Volatility | Weizenmarkt | Wheat market | Zeitreihenanalyse | Time series analysis | Lebensmittelpreis | Food price | Weizen | Wheat | Schätzung | Estimation | Weizenanbau | Wheat production | Weizenpreis | Wheat price | Börsenkurs | Share price | Nichtparametrisches Verfahren | Nonparametric statistics | ARMA-Modell | ARMA model |
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