*National Centre for Agricultural Economics and Policy Research, New Delhi - 110 012
Division of Agricultural Economics, Indian Agricultural Research Institute, New Delhi - 110 012
Online published on 6 May, 2013.
An attempt has been made to empirically examine persistence andasymmetry in prices of coriander through GARCH modelby using time series data for the period between 2008–09 and 2010–11. The empirical results revealed that variation in coriander prices generally fluctuate over time and there is an evidence of long-term persistence and volatility clustering in prices.
Volatility, Unit root, Non-stationary, Philips-Perron, GARCH
