PREDICTION OF CONDITIONAL VARIANCE VOLATILITY OF REAL PRICES OF ALMOND, HAZELNUT, AND PISTACHIO BY THE DIAGONAL BEKK-GARCH (1.1) EQUATION MODEL
Turkey is one of the most important hazelnuts and pistachio producers in the world. In this study, it has been determined what kind of volatility and pass-through there is between the real prices of almonds, hazelnuts, and pistachios in Turkey. In addition, whether a shock in the markets creates unc...
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| Principais autores: | , , |
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| Formato: | Artigo |
| Idioma: | Inglês |
| Publicado em: |
University of Agricultural Sciences and Veterinary Medicine, Bucharest
2022-01-01
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| coleção: | Scientific Papers Series : Management, Economic Engineering in Agriculture and Rural Development |
| Acesso em linha: | https://managementjournal.usamv.ro/pdf/vol.22_4/Art57.pdf |
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