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Filtering by: Creator Minshew, Hudson F. Remove constraint Creator: Minshew, Hudson F. Conference Name International Institute of Fisheries Economics & Trade Remove constraint Conference Name: International Institute of Fisheries Economics & Trade Subject Fish trade Remove constraint Subject: Fish trade

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  • Investigating Salmon Price Volatility

    Creator:
    Oglend, Atle and Sikveland, Marius
    Abstract:
    An understanding of the structure of price volatility is of great interest since this is a major contributor to economic risk in the salmon industry. The volatility process in salmon prices was analyzed based on weekly price data from 1995 to 2007. The Generalized Autoregressive Conditional Heteroskedasticity (GARCH) model was...
    Resource Type:
    Research Paper
    Full Text:
    (1,648) Pr > F = 0.0000000 w50 = 13.26 df(1,648) Pr > F