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

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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Open Access
|Sep 2015

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Language: English
Page range: 109 - 119
Published on: Sep 17, 2015
Published by: Postgraduate Institute of Agriculture (PGIA)
In partnership with: Paradigm Publishing Services

© 2015 K. Herath, S. Samita, W. Wijesuriya, published by Postgraduate Institute of Agriculture (PGIA)
This work is licensed under the Creative Commons License.