Modeling and Forecasting of All India Monthly Average Wholesale Price Volatility of Onion: An Application of GARCH and EGARCH Techniques
. Pushpa, . Sanjeev, . Preeti & Pankaj Dahiya · Current Journal of Applied Science and Technology · 2022
The study utilized log returns of all India monthly average wholesale prices(Rs/Q) of onion over period Jan-2010 to Dec-2021 and employed the autoregressive integrated moving-average (ARIMA), generalized autoregressive conditional heteroscedastic (GARCH), exponential GARCH (EGARC...
Open access
Research Article
10.9734/cjast/2022/v41i484037