Browse Dept. of Agricultural and Consumer Economics by Author "Wei, Anning"

  • Wei, Anning; Leuthold, Raymond M. (Office for Futures and Options Research, Department of Agricultural Economics, College of Agricultural, Consumer, and Environmental Sciences at the University of Illinois at Urbana-Champaign, 2000-04)
    Price series that are 21.5 years long for six agricultural futures markets, corn, soybeans, wheat, hogs, coffee, and sugar, exhibit time-varying volatility, carry long-range dependence, and portray excessive skewness and ...

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  • Wei, Anning (1997)
    This study has advanced the research methods and procedures of nonlinear dynamics modeling. Some basic properties of ARCH processes have been highlighted since they were not given enough attention in the past and lead to ...

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    application/pdfPDF (5MB)Restricted to U of Illinois
  • Wei, Anning; Leuthold, Raymond M. (Office for Futures and Options Research, Department of Agricultural Economics, College of Agricultural, Consumer, and Environmental Sciences at the University of Illinois at Urbana-Champaign, 1998-05)
    Price series that are 21.5 years long for six agricultural futures markets, corn, soybeans, wheat, hogs, coffee and sugar, possess characteristics consistent with nonlinear dynamics. Three nonlinear models, ARCH, long ...

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