Modelling and Forecasting of Price Volatility: An Application of GARCH and EGARCH Models
2015
Files
Details
Title
Modelling and Forecasting of Price Volatility: An Application of GARCH and EGARCH Models
Author(s)
Lama, A.
Jha, G.K.
Paul, R.K.
Gurung, B.
Jha, G.K.
Paul, R.K.
Gurung, B.
Subject(s)
Issue Date
2015
Publication Type
Journal Article
DOI and Other Identifiers
10.22004/ag.econ.206582
Record Identifier
https://ageconsearch.umn.edu/record/206582
PURL Identifier
http://purl.umn.edu/206582
Published in
Agricultural Economics Research Review
Volume
28
Issue
1
Page Range
73 - 82