Rezitis, Anthony N.; Stavropoulos, Konstantinos S. - 2009
This paper examines the supply response of the Greek pork market. A GARCH process isused to estimate expected price and … price volatility, while price and supply equations areestimated jointly. In addition to the standard GARCH model, several … different symmetric,asymmetric, and nonlinear GARCH models are estimated. The empirical results indicate thatamong the estimated …