@article{MAKHILLJAVA20087111526,
    title = {The Margin Risk and Price Effects in the Turkish Milk Market},
    journal = {Journal of Animal and Veterinary Advances},
    volume = {7},
    number = {11},
    pages = {1374-1382},
    year = {2008},
    issn = {1680-5593},
    doi = {javaa.2008.1374.1382},
    url = {https://makhillpublications.co/view-article.php?issn=1680-5593&doi=javaa.2008.1374.1382},
    author = {Halil Fidan and},
    keywords = {Marketing margin,milk prices,GARCH-M model,volatility},
    abstract = {An evolution of the margin risks was performed using the relationship between excess price yield, prices of margin and conditional volatility. The analysis was performed with GARCH-M model using 21 years of monthly sale price data. The model parameters were estimated using a maximum likelihood function. The sample period ranged from January 1986 to March 2007. A recursive estimation model was used to obtain a temporary evolution of coefficients in a remuneration scheme for risk (CRR). The results revealed the sensitivity of risk-based cost pricing to retail prices (margin).}
    }