지원사업
학술연구/단체지원/교육 등 연구자 활동을 지속하도록 DBpia가 지원하고 있어요.
커뮤니티
연구자들이 자신의 연구와 전문성을 널리 알리고, 새로운 협력의 기회를 만들 수 있는 네트워킹 공간이에요.
초록· 키워드
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This paper shows the nonlinear dynamics of weekly price changes of vegetables such as cabbage, radish, garlic, onions, red pepper, carrot, and green onions, which are under vegetable supply stabilization program. As for the weekly rate of change, more observations are found at the center and at both tails of the distribution than normal distribution, which implies the data are better explained by student distribution. Vegetable prices show volatility clustering that they are sometimes volatile but sometimes tranquil. Volatilities follow a fairly strong seasonal pattern. Conditional volatilities are estimated using GARCH(1,1)-t model. Results show that past shocks remain in the conditional volatility persistently in all of the vegetable prices under consideration except red pepper. In case of red pepper, the shock of one period ahead explains most of current conditional volatility and disappears fast.
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