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Volumn 25, Issue 2, 1997, Pages 225-236

Heteroscedastic price forecasting for food security management in developing countries

Author keywords

[No Author keywords available]

Indexed keywords

FOOD SECURITY;

EID: 0031472716     PISSN: 13600818     EISSN: None     Source Type: Journal    
DOI: 10.1080/13600819708424131     Document Type: Article
Times cited : (5)

References (19)
  • 1
    • 0031460806 scopus 로고    scopus 로고
    • Liberalization and food price distributions: ARCH-M evidence from Madagascar
    • in press
    • Barren, C.B. (1997) Liberalization and food price distributions: ARCH-M evidence from Madagascar, Food Policy, 22 (in press).
    • (1997) Food Policy , vol.22
    • Barren, C.B.1
  • 2
    • 42449156579 scopus 로고
    • Generalized autoregressive conditional heteroscedasticity
    • Bollerslev, T. (1986) Generalized autoregressive conditional heteroscedasticity, Journal of Econometrics, 31, pp. 307-327.
    • (1986) Journal of Econometrics , vol.31 , pp. 307-327
    • Bollerslev, T.1
  • 3
    • 34848900983 scopus 로고
    • ARCH modeling in finance: A review of the theory and empirical evidence
    • Bollerslev, T., Chou, R.Y. & Kroner, K.F. (1992) ARCH modeling in finance: a review of the theory and empirical evidence, Journal of Econometrics, 52, pp. 5-59.
    • (1992) Journal of Econometrics , vol.52 , pp. 5-59
    • Bollerslev, T.1    Chou, R.Y.2    Kroner, K.F.3
  • 7
    • 0000051984 scopus 로고
    • Autoregressive conditional heteroscedasticity with estimates of the variance of United Kingdom inflation
    • Engle, R.F. (1982) Autoregressive conditional heteroscedasticity with estimates of the variance of United Kingdom inflation, Econometrica, 50, pp. 987-1007.
    • (1982) Econometrica , vol.50 , pp. 987-1007
    • Engle, R.F.1
  • 8
    • 0003410290 scopus 로고
    • Princeton, NJ, Princeton University Press
    • Hamilton, J.D. (1994) Time Series Analysis (Princeton, NJ, Princeton University Press).
    • (1994) Time Series Analysis
    • Hamilton, J.D.1
  • 9
    • 84977718808 scopus 로고
    • Heteroscedasticity in stock return data: Volume versus GARCH effects
    • Lamoureux, G.G. & Lastrapes, W.D. (1990a) Heteroscedasticity in stock return data: volume versus GARCH effects, Journal of Finance, 45, pp. 221-229.
    • (1990) Journal of Finance , vol.45 , pp. 221-229
    • Lamoureux, G.G.1    Lastrapes, W.D.2
  • 11
    • 33846907054 scopus 로고
    • Empirical exchange rate models of the seventies: Do they fit out of sample?
    • Meese, R.A. & Rogoff, K. (1983) Empirical exchange rate models of the seventies: do they fit out of sample?, Journal of International Economics, 14, pp. 3-24.
    • (1983) Journal of International Economics , vol.14 , pp. 3-24
    • Meese, R.A.1    Rogoff, K.2
  • 15
    • 0009816514 scopus 로고
    • Empirical analysis of agricultural commodity prices: A viewpoint
    • Tomek, W.G. & Myers, R.J. (1993) Empirical analysis of agricultural commodity prices: A viewpoint, Review of Agricultural Economics, 15, pp. 181-202.
    • (1993) Review of Agricultural Economics , vol.15 , pp. 181-202
    • Tomek, W.G.1    Myers, R.J.2
  • 19
    • 84978592295 scopus 로고
    • Nonlinear dynamics of daily futures prices: Conditional heteroscedasticity or chaos?
    • Yang, S.R. & Brorsen, B.W. (1993) Nonlinear dynamics of daily futures prices: Conditional heteroscedasticity or chaos?, Journal of Futures Markets, 13, pp. 175-191.
    • (1993) Journal of Futures Markets , vol.13 , pp. 175-191
    • Yang, S.R.1    Brorsen, B.W.2


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.