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Filtering by: Keyword BGARCH Date 2006 Subject Fisheries -- Economic aspects -- Congresses

Creator:: Floros, Christos
Abstract:: This paper re-examines the evidence of causality and price transmission between fish prices of main species landed into Piraeus (Greece) and Cornwall (UK). To complete the analysis of cointegration and causality, we use the data of Floros and Failler (2004) and Avdelas (2004). Our paper uses the Bivariate Generalised Autoregressive...
Resource Type:: Research Paper
Full Text:: Autoregressive Conditional Heteroscedastic (BGARCH) model. The Bivariate cointegration model (with GARCH error

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