PENERAPAN MODEL EGARCH PADA ESTIMASI VOLATILITAS HARGA MINYAK KELAPA SAWIT
<p class="Default"><em>Good news and bad news (commonly known as the asymmetric effect) on the price of palm oil, has been the grounds of palm oil price volatility. Estimation of volatility needs to be conducted for the purposes of advance financial analysis namely computation...
Main Authors: | , , |
---|---|
Format: | Article |
Language: | English |
Published: |
Universitas Udayana
2015-06-01
|
Series: | E-Jurnal Matematika |
Subjects: | |
Online Access: | http://ojs.unud.ac.id/index.php/mtk/article/view/15108 |