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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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