Price volatility and rational expectations in a sectoral framework commodity model: a multivariate GARCH approach
Article first published online: 21 NOV 2010
© 2010 International Association of Agricultural Economists
Volume 42, Issue 3, pages 419–435, May 2011
How to Cite
Rezitis, A. N. and Stavropoulos, K. S. (2011), Price volatility and rational expectations in a sectoral framework commodity model: a multivariate GARCH approach. Agricultural Economics, 42: 419–435. doi: 10.1111/j.1574-0862.2010.00521.x
- Issue published online: 4 APR 2011
- Article first published online: 21 NOV 2010
- Received 20 October 2009; received in revised form 17 August 2010; accepted 28 September 2010
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