Analyzing volatility of rice price in Indonesia using ARCH/GARCH model
This research aims to to analyze and to study the implication of the volatility of deflated retail price of rice in out of Java which are represented by three markets in Indonesia, namely Medan, Makassar, and Banjarmasin. The period of observation is from January 1984 to August 2011. The better mode...
Saved in:
| Main Author: | Ahmad Muslim |
|---|---|
| Format: | Article |
| Language: | English |
| Published: |
Universitas Islam Indonesia
2014-04-01
|
| Series: | Economic Journal of Emerging Markets |
| Subjects: | |
| Online Access: | https://journal.uii.ac.id/JEP/article/view/3861 |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
Similar Items
-
Analyzing volatility of rice price in Indonesia using ARCH/GARCH model
by: Ahmad Muslim
Published: (2014-04-01) -
VOLATILITY ANALYSIS AND INFLATION PREDICTION IN PANGKALPINANG USING ARCH GARCH MODEL
by: Desy Yuliana Dalimunthe, et al.
Published: (2025-01-01) -
Predicting volatility of bitcoin returns with ARCH, GARCH and EGARCH models
by: Hakan Yıldırım, et al.
Published: (2023-09-01) -
Analysis of Bitcoin Volatility during the COVID-19 Pandemic: An Examination Using ARCH and GARCH Models
by: Vildan Bayram, et al.
Published: (2024-12-01) -
Volatility Modelling of the Johannesburg Stock Exchange All Share Index Using the Family GARCH Model
by: Israel Maingo, et al.
Published: (2025-04-01)