The Determinants of Domestic Price Volatility for Cereals in Ethiopia


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  • Product Description

Financial time series modelling has been studied extensively in the literature.In this book, the GARCH family with ARMA conditional mean model was considered incorporating exogenous variables in the variance model. The procedures how to build the model and method of parameter estimation was discussed in detail. Order selection criteria and test of hypothesis about the parameters in the model are also given.GARCH model was proposed and compared with EGARCH model. Forecast accuracy measures and the method of financial time series modelling has been illustrated with help of data over the study period.

Product Specifications
SKU :COC70022
Country of ManufactureIndia
Product BrandLAP LAMBERT Academic Publishing
Product Packaging InfoBox
In The Box1 Piece
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