| Registro completo |
| Provedor de dados: |
AgEcon
|
| País: |
United States
|
| Título: |
JOINT MODELING AND SIMULATION OF AUTOCORRELATED NON-NORMAL TIME SERIES: AN APPLICATION TO RISK AND RETURN ANALYSIS
|
| Autores: |
Ramirez, Octavio A.
Somarriba, Eduardo
|
| Data: |
1999-04-28
|
| Ano: |
1999
|
| Palavras-chave: |
Resource /Energy Economics and Policy
Risk and Uncertainty
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| Resumo: |
This study presents a technique that can jointly model and simulate the expected values, variances, and covariances of sets of correlated time-series dependent variables that are autocorrelated and non-normal (right or left skewed and/or kurtotic). It illustrates the method by applying it to risk analysis of diversified tropical agroforestry systems.
|
| Tipo: |
Conference Paper or Presentation
|
| Idioma: |
Inglês
|
| Identificador: |
1250
http://purl.umn.edu/21564
|
| Editor: |
AgEcon Search
|
| Relação: |
American Agricultural Economics Association>1999 Annual meeting, August 8-11, Nashville, TN
Selected Paper
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| Formato: |
15
application/pdf
|
