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THE INFLUENCE OF MARKET RETURNS AND GOVERNMENT PAYMENTS ON CANADIAN FARMLAND VALUES
Farmland Values Government Payments Market Returns
2014/4/11
This study estimates the impact of changes in market returns and government payments on farmland values across Canada using data from 1959 to 2009. A recursive simultaneous equation model...
ARCH and GARCH Models vs. Martingale Volatility of Finance Market Returns
ARCH GARCH Models Martingale Volatility Finance Market Returns
2010/12/17
ARCH and GARCH models assume either i.i.d. or (what economists lable as) white noise as is usual in regression analysis while assuming memory in a conditional mean square fluctuation with stationary ...