Volatility in cereal prices : intra- versus inter-annual volatility
Year of publication: |
2014
|
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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
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Subject: | Agricultural commodities | cereal price volatility | instrumental variables | pooled GMM estimates | unit root tests | Volatilität | Volatility | Einheitswurzeltest | Unit root test | Agrarpreis | Agricultural price | Getreidepreis | Grain price | Momentenmethode | Method of moments | IV-Schätzung | Instrumental variables | Schätzung | Estimation | ARCH-Modell | ARCH model | Schätztheorie | Estimation theory |
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