Volatility in cereal prices : intra- versus inter-annual volatility
Herve Ott
| Year of publication: |
2014
|
|---|---|
| Authors: | Ott, Hervé |
| Published in: |
Journal of agricultural economics. - Oxford : Wiley-Blackwell, ISSN 0021-857X, ZDB-ID 410345-2. - Vol. 65.2014, 3, p. 557-578
|
| Subject: | Agricultural commodities | cereal price volatility | instrumental variables | pooled GMM estimates | unit root tests | Volatilität | Volatility | Momentenmethode | Method of moments | Getreidepreis | Grain price | Einheitswurzeltest | Unit root test | Agrarpreis | Agricultural price | IV-Schätzung | Instrumental variables | ARCH-Modell | ARCH model | Theorie | Theory | Schätzung | Estimation |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010467381