Estimating the Conditional Variance Volatilities of Beef Carcass, Lamb Carcass, and Fodder Wheat Markets in the Context of Exchange Rate Using VAR(2)- Asymmetric BEKK-GARCH (1,1) Model

Estimating the Conditional Variance Volatilities of Beef Carcass, Lamb Carcass, and Fodder Wheat Markets in the Context of Exchange Rate Using VAR(2)- Asymmetric BEKK-GARCH (1,1) Model

Bibliographic Details
Main Authors: Faruk URAK, Abdulbaki BİLGİÇ, Vedat DAĞDEMİR, Hüseyin ÖZER
Format: Article
Language:English
Published: Atatürk University 2022-01-01
Series:Atatürk Üniversitesi Ziraat Fakültesi Dergisi
Online Access:https://agriculture-ataunipress.org/en/estimating-the-conditional-variance-volatilities-of-beef-carcass-lamb-carcass-and-fodder-wheat-markets-in-the-context-of-exchange-rate-u-var-2-asymmetric-bekk-garch-1-1-model-138

Internet

https://agriculture-ataunipress.org/en/estimating-the-conditional-variance-volatilities-of-beef-carcass-lamb-carcass-and-fodder-wheat-markets-in-the-context-of-exchange-rate-u-var-2-asymmetric-bekk-garch-1-1-model-138

Similar Items