Evaluation of Ashley and patterson model diagnostic tool in selection of ARCH/GARCH family models:case of natural rubber prices at the Colombo auction

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Date

2013

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Journal ISSN

Volume Title

Publisher

Postgraduate Institute of Agriculture, University of Peradeniya:Peradeniya

Abstract

Description

Keywords

Agriculture, Model selection, Ashley and patterson model, Diagnostic tool, Model evaluation, Natural rubber, Prices, ARCH, GARCH family models

Citation

Tropical Agricultural Research, 25(01):p.109-119

URI

https://dl.nsf.gov.lk/handle/1/12528

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Tropical Agricultural Research

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