A Comparative Study of ARIMA and GARCH Models in Forecasting Agricultural Commodity Prices in Sudan from (1/1/ 1997 to 30 /8/ 2010)
| dc.contributor.author | Abdelaziz Gibreel Mohammed, Musa | |
| dc.date.accessioned | 2017-03-01T15:26:05Z | |
| dc.date.available | 2017-03-01T15:26:05Z | |
| dc.date.issued | 2016-12-01 | |
| dc.description.abstract | The paper attempts to modeling and forecasting agricultural commodity prices data in the Sudan. Tow financial time series approaches namely; Box-Jenkins (ARIMA) and Generalized Autoregressive Conditional Heteroskedasticity (GARCH) models were applied to four agricultural commodity prices series cover the period 1st January 1997 – 30th September 2010; these commodities are surgham, | en_US |
| dc.identifier.issn | 1858-6228 | |
| dc.identifier.uri | http://hdl.handle.net/123456789/3164 | |
| dc.publisher | كلية الدراسات العليا جامعة الدراسات العليا | en_US |
| dc.title | A Comparative Study of ARIMA and GARCH Models in Forecasting Agricultural Commodity Prices in Sudan from (1/1/ 1997 to 30 /8/ 2010) | en_US |
| dc.type | Thesis | en_US |