Analyzing volatility of rice price in Indonesia using ARCH/GARCH model

This research aims to to analyze and to study the implication of the volatility of deflated retail price of rice in out of Java which are represented by three markets in Indonesia, namely Medan, Makassar, and Banjarmasin. The period of observation is from January 1984 to August 2011. The better mode...

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Bibliographic Details
Main Author: Ahmad Muslim
Format: Article
Language:English
Published: Universitas Islam Indonesia 2014-04-01
Series:Economic Journal of Emerging Markets
Subjects:
Online Access:https://jurnal.uii.ac.id/JEP/article/view/3861