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Keywords: iGARCH
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Journal Articles
Journal:
China Agricultural Economic Review
China Agricultural Economic Review (2020) 12 (3): 445–458.
Published: 25 June 2020
.... Then we collected the representative prices data for four major food products (rice, wheat flour, pork and Chinese cabbages) from three provinces (Shandong as a producing base, Beijing as a consumption base and Hubei as the epicenter), and set up an iGARCH model. Findings (1) No significant impact...
