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Original Articles

Mean and volatility spillover effects in Greek producer-consumer meat prices

Pages 381-384 | Published online: 06 Oct 2010

References

  • Apergis , N. and Rezitis , A. Mean spillover effects in agricultural prices: the case of Greece . Agribusiness: An International Journal , forthcoming
  • Bollerslev , T. 1986 . Generalized autoregressive conditional heteroskedasticity . Journal of Econometrics , 31 : 307 – 327 .
  • Dickey , D. A. and Fuller , W. A. 1981 . Likelihood ratio statistics for autoregressive time series with unit root . Econometrica , 49 : 1057 – 1072 .
  • Johansen , S. and Juselius , K. 1990 . Maximum likelihood estimation and inference on cointegration with applications to the demand for money . Oxford Bulletin of Economics and Statistics , 52 : 169 – 210 .
  • Kmenta , J. 1986 . Elements of Econometrics , New York : Macmillan Publishing Co .

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