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...

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Bibliographic Details
Main Authors: YOSEVA AGUNG PRIHANDINI, KOMANG DHARMAWAN, KARTIKA SARI
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