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Modeling Fish Price Volatility in Bangladesh Using the Conditional Autoregressive Range Model

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  • Dey, Madan M.
  • Surathkal, Prasanna

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  • Dey, Madan M. & Surathkal, Prasanna, 2021. "Modeling Fish Price Volatility in Bangladesh Using the Conditional Autoregressive Range Model," 2021 Annual Meeting, August 1-3, Austin, Texas 314053, Agricultural and Applied Economics Association.
    • Handle: RePEc:ags:aaea21:314053
    DOI: 10.22004/ag.econ.314053
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    References listed on IDEAS

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    1. Parkinson, Michael, 1980. "The Extreme Value Method for Estimating the Variance of the Rate of Return," The Journal of Business, University of Chicago Press, vol. 53(1), pages 61-65, January.
    2. Chou, Ray Yeutien, 2005. "Forecasting Financial Volatilities with Extreme Values: The Conditional Autoregressive Range (CARR) Model," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 37(3), pages 561-582, June.
    Full references (including those not matched with items on IDEAS)

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    Keywords

    Marketing; International Development; Research Methods/Statistical Methods;
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