Rezitis, Anthony N.; Stavropoulos, Konstantinos S. - In: Journal of Agricultural and Applied Economics 41 (2009) 01
This paper examines the supply response of the Greek pork market. A GARCH process is used to estimate expected price and price volatility, while price and supply equations are estimated jointly. In addition to the standard GARCH model, several different symmetric, asymmetric, and nonlinear GARCH...