ARCH-GARCH Analysis: An Approach to Determine The Price Volatility of Red Chili
Red chili is an agricultural commodity with high price volatility. Several previous studies stated that volatility was caused by weather effect on red chili production and shocks on public consumption. However, the other research stated that volatility was caused by the government’s import of red ch...
| Main Authors: | , , , |
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| Format: | Article |
| Language: | English |
| Published: |
Universitas Muhammadiyah Yogyakarta
2022-06-01
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| Series: | Agraris: Journal of Agribusiness and Rural Development Research |
| Subjects: | |
| Online Access: | https://journal.umy.ac.id/index.php/ag/article/view/12060 |