Crude palm oil market volatility: Malaysian evidence
This study aims to examine the volatility of Malaysian Crude Palm Oil (CPO) market since it is apparent that market volatility has important implication to both investors and policy makers.This study adopted GARCH(1,1) model in examining the market volatility of Malaysian CPO commodity market. The r...
| Main Authors: | , |
|---|---|
| Format: | Conference or Workshop Item |
| Language: | English |
| Published: |
2014
|
| Subjects: | |
| Online Access: | http://irep.iium.edu.my/39581/ http://irep.iium.edu.my/39581/ http://irep.iium.edu.my/39581/1/Crude_Palm_Oil_Market_Volatility_IREP.pdf |