Bejger, Sylwester; Bruzda, Joanna - In: Acta Universitatis Nicolai Copernici, Ekonomia 41 (2010), pp. 27-42
In this paper we verify usefulness of a variance marker of collusion in an application to Lysine prices during well known cartel/competition episode. As an econometric method of detection of structural change in price volatility during collusive and competitive phase wavelet analysis was...