RICE PRICE VOLATILITY IN EAST JAVA
The purpose of the research is analyzing the volatility and volatility spillover of monthly price of paddy at the level of farmers and consumers in 2010-2016. ARCH/GARCH used to analyze volatility and GARCH BEKK-model is used to analyze the volatility spillover. The results of the analysis show that...
| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
iVolga Press
2017-09-01
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| Series: | Russian Journal of Agricultural and Socio-Economic Sciences |
| Subjects: | |
| Online Access: | https://rjoas.com/issue-2017-09/article_32.pdf |