ESTIMATING VOLATILITY SPREADS BETWEEN MELON, WATERMELON, AND GRAPE MARKETS WITH THE DIAGONAL BEKK-GARCH (1.1) EQUATION MODEL
This investigation has been conducted to determine the fluctuations in the real prices of melon, watermelon, and grapes cause volatility in their own and other markets in Turkey. Diagonal-Bekk Garch (1,1) model was used under the Full-rank constraint with 101 monthly data for the period 2010M01-2022...
Saved in:
| Main Authors: | , , , , |
|---|---|
| Format: | Article |
| Language: | English |
| Published: |
University of Agricultural Sciences and Veterinary Medicine, Bucharest
2023-01-01
|
| Series: | Scientific Papers Series : Management, Economic Engineering in Agriculture and Rural Development |
| Online Access: | https://managementjournal.usamv.ro/pdf/vol.23_1/Art84.pdf |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|