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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

    as
    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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