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Modelling Long Memory Volatility in Agricultural Commodity Futures Returns

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Figure

Figure 1. Logarithm of Daily Agricultural Commodity Futures Returns  -3-2-10123 1980 1985 1990 1995 2000 2005CATTLEFreturns(%) -6-4-20246 1980 1985 1990 1995 2000 2005CATTLELreturns(%) -6-4-20246 1980 1985 1990 1995 2000 2005COCOANYreturns(%) -12-8-4048 12
Figure 2.  Logarithm of Daily Agricultural Commodity Futures Returns   -6-4-2024 1980 1985 1990 1995 2000 2005SOYBEANreturns(%) -8-6-4-2024 1980 1985 1990 1995 2000 2005SOYMEALreturns(%) -4-3-2-101234 1980 1985 1990 1995 2000 2005SOYOILreturns(%)-12-8-4048

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