A STUDY ON THE PRICE VOLATILITY IN WHEAT, WHEATFLOUR AND RICE MARKETS IN AFGHANISTAN
This research investigates the unconditional and conditional volatility in wheat, flour, and high and low quality rice price returns in Afghanistan. It also considers volatility spillover from the exporting countries and global markets to the domestic markets. The ARCH LM test and GARCH (1,1) mod...
| Main Authors: | , |
|---|---|
| Format: | Article |
| Language: | English |
| Published: |
International Journal of Food and Agricultural Economics
2018-04-01
|
| Series: | International Journal of Food and Agricultural Economics |
| Subjects: | |
| Online Access: | http://www.foodandagriculturejournal.com/Vol6.No1.pp27.pdf |