GARCH Time Series Models: An Application to Retail Livestock Prices
| dc.contributor.author | Aradhyula, Satheesh | |
| dc.contributor.author | Holt, Matthew | |
| dc.contributor.department | Center for Agricultural and Rural Development | |
| dc.date | 2018-02-16T11:00:23.000 | |
| dc.date.accessioned | 2020-06-30T01:06:18Z | |
| dc.date.available | 2020-06-30T01:06:18Z | |
| dc.date.embargo | 2015-06-02 | |
| dc.date.issued | 1988-05-01 | |
| dc.description.abstract | <p>Traditional time series models assume a constant conditional variance. Realizing the implausibility of this assumption, Bollerslev proposed Generalized Autoregressive Conditional Heteroscedasticity (GARSH) processes, which are characterized by nonconstant conditional variances. In this paper, GARCH (1,1) processes were applied to model livestock prices. Results indicate that GARCH processes adequately describe retail meat price behavior.</p> | |
| dc.identifier | archive/lib.dr.iastate.edu/card_workingpapers/77/ | |
| dc.identifier.articleid | 1065 | |
| dc.identifier.contextkey | 7168936 | |
| dc.identifier.s3bucket | isulib-bepress-aws-west | |
| dc.identifier.submissionpath | card_workingpapers/77 | |
| dc.identifier.uri | https://dr.lib.iastate.edu/handle/20.500.12876/12998 | |
| dc.source.bitstream | archive/lib.dr.iastate.edu/card_workingpapers/77/88wp29.pdf|||Sat Jan 15 01:52:28 UTC 2022 | |
| dc.subject.disciplines | Agricultural and Resource Economics | |
| dc.subject.disciplines | Agricultural Economics | |
| dc.subject.disciplines | Economics | |
| dc.title | GARCH Time Series Models: An Application to Retail Livestock Prices | |
| dc.type | article | |
| dc.type.genre | article | |
| dspace.entity.type | Publication | |
| relation.isOrgUnitOfPublication | 1a6be5f1-4f64-4e48-bb66-03bbcc25c76d |
File
Original bundle
1 - 1 of 1
No Thumbnail Available
- Name:
- 88wp29.pdf
- Size:
- 206.35 KB
- Format:
- Adobe Portable Document Format
- Description: