Theoretical Economics Letters

Vol.5 No.2(2015), Paper ID 56002, 11 pages

DOI:10.4236/tel.2015.52039

 

Do the Indian Agricultural Commodities’ Prices Exhibit Non-Linear Mean Reversion? An Empirical Evidence

 

Aviral Kumar Tiwari, Mothkuri Aruna, Aruna Kumar Dash

 

IBS Hyderabad, IFHE University, Hyderabad, India
IBS Hyderabad, IFHE University, Hyderabad, India
IBS Hyderabad, IFHE University, Hyderabad, India

 

Copyright © 2015 Aviral Kumar Tiwari, Mothkuri Aruna, Aruna Kumar Dash et al. This is an open access article distributed under the Creative Commons Attribution License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.

 

How to Cite this Article


Tiwari, A. , Aruna, M. and Dash, A. (2015) Do the Indian Agricultural Commodities’ Prices Exhibit Non-Linear Mean Reversion? An Empirical Evidence. Theoretical Economics Letters, 5, 332-342. doi: 10.4236/tel.2015.52039.

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