Forecasting agricultural commodity prices with asymmetric-error GARCH models

Journal of Agricultural and Resource Economics

Volumn 28, Issue 1, 2003, Pages 71-85

  Ramírez, Octavio A ^a   Fadiga, Mohamadou ^a  

^a TEXAS TECH UNIVERSITY   (United States)

Author keywords

GARCH; Nonnormality; Skewness; Time series forecasting; U.S. commodity prices

Indexed keywords

GLYCINE MAX; TRITICUM AESTIVUM;

EID: 0037904213     PISSN: 10685502     EISSN: None     Source Type: Journal    
DOI: None     Document Type: Article

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