Price Risk in Supply Equations: An Application of GARCH Time-Series Models to the U. S. Broiler Market

1990/07/01 by Matthew T. Holt, Satheesh V. Aradhyula
Economics, Econometrics and Finance · #Market Dynamics and Volatility #Monetary Policy and Economic Impact #Financial Risk and Volatility Modeling

paper · doi:10.2307/1060492

Abstract

Matthew T. Holt, Satheesh V. Aradhyula, Price Risk in Supply Equations: An Application of GARCH Time-Series Models to the U. S. Broiler Market, Southern Economic Journal, Vol. 57, No. 1 (Jul., 1990), pp. 230-242

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