Volatility Analysis of Indonesian Coffee Price Using ARCH/GARCH Model
碩士 === 國立屏東科技大學 === 農企業管理系所 === 103 === This study aims to analyze the best model to expected volatility of Indonesia’s coffee price using ARCH/GARCH model and to measure the coffee price volatility spillover of International market to Indonesia’s coffee price using EGARCH model. These models use di...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | en_US |
| Published: |
2015
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| Online Access: | http://ndltd.ncl.edu.tw/handle/71997340881915117083 |