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    • Forecasting Agricultural Commodity Prices with Asymmetric-Error GARCH Models 

      Fadiga, Mohamadou L.; Ramirez, Octavio A. (Western Agricultural Economics Association, 2003)
      The performance of a proposed asymmetric-error GARCH model is evaluated in comparison to the normal-error- and Student-t-GARCH models through three applications involving forecasts of U.S. soybean, sorghum, and wheat prices. ...