PRICE RISK IN SUPPLY EQUATIONS - AN APPLICATION OF GARCH TIME-SERIES MODELS TO THE UNITED-STATES BROILER MARKET

被引：30

作者：

HOLT, MT ^{[1
]}

ARADHYULA, SV ^{[1
]}

机构：

[1] IOWA STATE UNIV SCI & TECHNOL,AMES,IA 50011

来源：

关键词：

D O I：

10.2307/1060492

中图分类号：

F [经济];

学科分类号：

02 ;

摘要：

引用

页码：230 / 242

页数：13

共 42 条

[1]

ANTONOVITZ F, IN PRESS AM J AGR EC

[2]

ARADHYULA SV, 1989, AM J AGR EC NOV, P892

[3]

ARADHYULA SV, 1988, J AGR EC DEC, P365

BATRA, RN ;

ULLAH, A .

[5]

Behrman J.R., 1968, SUPPLY RESPONSE UNDE

[6] GENERALIZED AUTOREGRESSIVE CONDITIONAL HETEROSKEDASTICITY [J].

BOLLERSLEV, T .

BOLLERSLEV, T .

[8]

BOLLERSLEV T, 1988, J TIME SER ANAL, P121

[9]

BRENDT EK, 1974, ANN ECON SOC MEAS, P653

[10]

BRORSEN BW, 1987, AM J AGR EC NOV, P731