THE LONG MEMORY PROPERTY OF HUNGARIAN MARKET PIG PRICES: A COMPARISON OF THREE DIFFERENT METHODS
The present study investigates the long memory property of market pig prices. Simply knowing that these time series have long term dependence could have strong significance when forecasting prices. The presence of long memory is crucial information in making business decisions and creating portfolio...
| Main Authors: | , , , |
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| Format: | Article |
| Language: | English |
| Published: |
University of Petrosani
2012-10-01
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| Series: | Annals of the University of Petrosani: Economics |
| Subjects: | |
| Online Access: | http://www.upet.ro/annals/economics/pdf/2012/part3/Kovacs-Chaitip-Chaiboonsri-Balogh.pdf |