Malaysian crude palm oil market volatility: a GARCH approach
This study aims to examine the volatility of Malaysian Crude Palm Oil (CPO) market for it has important implication to both business communities and policy makers. This study adopted the GARCH (1,1) model and the result of the finding exhibited persistent volatility as well as volatility clustering...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
Faculty of Economics and Management, Universiti Putra Malaysia
2015
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| Subjects: | |
| Online Access: | http://irep.iium.edu.my/46914/ http://irep.iium.edu.my/46914/ http://irep.iium.edu.my/46914/1/46904.pdf |