Price generating process and volatility in Nigerian agricultural commodities market
Year of publication: |
October 2015
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Authors: | Ojogho, Osaihiomwan ; Egware, Robert Awotu |
Published in: |
International journal of food and agricultural economics : IJFAEC. - Alanya/Antalya-Türkiye : Alanya Alaaddin Keykubat University, Faculty of Economics and Administrative Sciences, Department of Economics, ISSN 2149-3766, ZDB-ID 2728180-2. - Vol. 3.2015, 4, p. 55-64
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Subject: | price | volatility | state-space | stationarity | ARMA | Nigeria | Volatilität | Volatility | ARCH-Modell | ARCH model | Agrarpreis | Agricultural price | Agrarmarkt | Agricultural market | Stochastischer Prozess | Stochastic process |
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