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The Determinants of Domestic Price Volatility for Cereals in Ethiopia

 

Marketed By :  LAP LAMBERT Academic Publishing   Sold By :  Kamal Books International  
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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
AuthorBelay Belete Anjullo and Ayele Taye
LanguageEnglish
BindingPaperback
Number of Pages128
Publishing Year2011-12-07T00:00:00.000
ISBN978-3847302803
Edition1 st
Book TypeEconomics
Country of ManufactureIndia
Product BrandLAP LAMBERT Academic Publishing
Product Packaging InfoBox
In The Box1 Piece
Product First Available On ClickOnCare.com2015-07-08 00:00:00