Rezitis, Anthony N. - 2010
This paper investigates producer-consumer price volatility in four meat markets in Greece: beef, pork, lamb and poultry …. The methodology followed in this paper to measure price volatility is that of the diagonal VEC (DVEC) model of Bollerslev …, et al (1988) while that of decomposing the estimated price volatility series into components is that of Koopman, et al …