...Chang Liu; Lin Zhou; Lisa Höschle; Xiaohua Yu Purpose The study uses machine learning techniques to cluster regional retail egg prices after 2000 in China. Furthermore, it combines machine learning results with econometric models to study determinants of cluster affiliation. Eggs are an inexpensiv...

.../methodology/approach This paper uses (G) ARCH, (G) ARCH‐M, TARCH and EGARCH models to analyze volatility and its asymmetry of Chinese meat price. Findings Estimation result of (G) ARCH model shows volatility clustering of meat price. Estimation result of (G) ARCH‐M model shows high risk and low return...