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AgEcon Search 297 records found 1 - 10nextend  jump to record:
1.
2.
In this paper we extend the traditional ARCH(1) model by including a functional trend term in the conditional volatility of a time series. We derive the main properties o [...]
30 July 2015 | Conference Paper/ Presentation |
3.
The study explores a long memory conditional volatility model on international grain markets, demonstrating importance of modeling both temporal effects of volatility and [...]
10 May 2008 | Journal Article |
4.
Knowledge of the distribution of consumer buying strategies by producers may permit improved marketing strategies and improved ability to respond to volatile market condi [...]
2016-07 | Journal Article |
5.
We survey the empirical literature on floating nominal exchange rates over the past decade. Exchange rates are difficult to forecast at short- to medium-term horizons. Th [...]
1995-06 | Working or Discussion Paper |
6.
This paper analyzes the multivariate stochastic volatilities with a common factor which is affecting both the volatilities of crude oil and agricultural commodity prices [...]
2015-05 | Conference Paper/ Presentation |
7.
This study analyzed the Brazilian coffee exporter’s losses between the years 2002 and 2009, by emphasizing the 2007/09 crisis, which affected several sectors and genera [...]
2011 | Journal Article |
8.
Agricultural price volatility has moved to the forefront of research efforts and political discussion, where much work is already being undertaken with respect to the imp [...]
23 February 2012 | Conference Paper/ Presentation |
9.
A análise do padrão da volatilidade dos retornos gerados por derivativos de moedas estrangeiras é tópico particularmente importante para empresas que realizam volume [...]
2008-07 | Conference Paper/ Presentation |
10.
O presente trabalho teve como objetivo realizar uma análise da volatilidade do retorno dos preços de boi gordo no Estado de São Paulo; examinando-se dois fatores dete [...]
2008-07 | Conference Paper/ Presentation |

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