Nonlinear stochastic modelling dynamic of the agricultural products exchange rates
The aim of this paper is to research some of the most important financial-stochastic models which enable the description of the dynamics of agricultural exchange rates. This dynamics is usually characterized by the properties of nonlinearity, hence the so-called conditional heteroskedastic models ar...
| Main Authors: | , , , |
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| Format: | Article |
| Language: | English |
| Published: |
Naučno društvo agrarnih ekonomista Balkana, Beograd; Institut za ekonomiku poljoprivrede, Beograd i Akademija ekonomskih nauka, Bukurešt
2017-01-01
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| Series: | Ekonomika Poljoprivrede (1979) |
| Subjects: | |
| Online Access: | http://scindeks-clanci.ceon.rs/data/pdf/0352-3462/2017/0352-34621703101D.pdf |