Cover Image

ECONOMIC JOURNAL OF EMERGING MARKETS : 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...

Full description

Main Author:	Ahmad Muslim
Format:	Jurnal
Language:	Bahasa Inggris
Published:	Fak. Ekonomi UII 2014
Subjects:	Analyzing volatility ARCH/GARCH model
Online Access:	http://oaipmh-jogjalib.umy.ac.idkatalog.php?opo=lihatDetilKatalog&id=82392

PINJAM

Similar Items

ECONOMIC JOURNAL OF EMERGING MARKETS : Analyzing volatility of rice price in Indonesia using ARCH/GARCH model
by: Ahmad Muslim
Published: (2014)

ECONOMIC JOURNAL OF EMERGING MARKETS : Dead Weight Loss Associated with Economic Efficiency Use of Esticides In Indonesian Rice Production
by: Joko Mariyono
Published: (2014)

ECONOMIC JOURNAL OF EMERGING MARKETS : Dead Weight Loss Associated with Economic Efficiency Use of Esticides In Indonesian Rice Production
by: Joko Mariyono
Published: (2014)

Financial Innovations & Market Volatility
by: Miller, Merton H
Published: (1991)

Financial Innovations & Market Volatility
by: Miller, Merton H
Published: (1991)

Pemodelan dan peramalan penutupan harga saham harian Jakarta Islamic Index model GARCH (Generalized Autoregressive Conditional Heteroscedasticity)
by: Ahmad Syarif
Published: (2014)

Economic Journal of Emerging Markets
Published: ()

Economic Journal of Emerging Markets
Published: ()

ECONOMIC JOURNAL OF EMERGING MARKETS : Short-Run And Long-Run Effect Of Oil Consumption On Economic Growth: Ecm Model
by: Sofyan Syahnur, Endra
Published: (2014)

ECONOMIC JOURNAL OF EMERGING MARKETS : Short-Run And Long-Run Effect Of Oil Consumption On Economic Growth: Ecm Model
by: Sofyan Syahnur, Endra
Published: (2014)

ECONOMIC JOURNAL OF EMERGING MARKETS : Effectiveness of Monetary Policy Transmission In Indonesia
by: Muhammad Khoirul Fuddin
Published: (2014)

ECONOMIC JOURNAL OF EMERGING MARKETS : Effectiveness of Monetary Policy Transmission In Indonesia
by: Muhammad Khoirul Fuddin
Published: (2014)

Prices, Products, and people. Analyzing agricultural markets in developing countries
by: SCOTT, Gregory J
Published: (1995)

Prices, Products, and people. Analyzing agricultural markets in developing countries
by: SCOTT, Gregory J
Published: (1995)

ECONOMIC JOURNAL OF EMERGING MARKETS : Asean-India And Asean-Korea Fta: Global Trade Analysis Project
by: Ana Shohibul Manshur Al Ahmad
Published: (2014)

ECONOMIC JOURNAL OF EMERGING MARKETS : Asean-India And Asean-Korea Fta: Global Trade Analysis Project
by: Ana Shohibul Manshur Al Ahmad
Published: (2014)

Islamic Capital Markets Volatility Performance and Stability
by: Alam, Nafis
Published: (2016)

Islamic Capital Markets Volatility Performance and Stability
by: Alam, Nafis
Published: (2016)

ECONOMIC JOURNAL OF EMERGING MARKETS : Green economy as an environment-based framework for Indonesia's economic reposition structure
by: Evi Susanti Tasri, Syafruddin Karimi
Published: (2014)

ECONOMIC JOURNAL OF EMERGING MARKETS : Green economy as an environment-based framework for Indonesia's economic reposition structure
by: Evi Susanti Tasri, Syafruddin Karimi
Published: (2014)

ECONOMIC JOURNAL OF EMERGING MARKETS : Infrastructure and inequality: An empirical evidence from Indonesia
by: Amien Makmuri
Published: (2017)

ECONOMIC JOURNAL OF EMERGING MARKETS : Predicting unemployment rates in Indonesia
by: Umi Mahmudah
Published: (2017)

ECONOMIC JOURNAL OF EMERGING MARKETS : Predicting unemployment rates in Indonesia
by: Umi Mahmudah
Published: (2017)

ECONOMIC JOURNAL OF EMERGING MARKETS : Infrastructure and inequality: An empirical evidence from Indonesia
by: Amien Makmuri
Published: (2017)

ECONOMIC JOURNAL OF EMERGING MARKETS : Inequality Across Districts And Cities In The Riau
by: Muhammad Hidayat
Published: (2014)

ECONOMIC JOURNAL OF EMERGING MARKETS : Inequality Across Districts And Cities In The Riau
by: Muhammad Hidayat
Published: (2014)

Optimalisasi portofolio pada saham syariah menggunakan Capital Asset Pricing Model (CAPM) dengan volatilitas model Generalized Autoregressive Conditional Heteroscedasticity (GARCH)
by: Teti Sulastri
Published: (2015)

ECONOMIC JOURNAL OF EMERGING MARKETS : The cyclicality of government expenditure in developing country: the case of Indonesia
by: Haryo Kuncoro
Published: (2014)

ECONOMIC JOURNAL OF EMERGING MARKETS : The cyclicality of government expenditure in developing country: the case of Indonesia
by: Haryo Kuncoro
Published: (2014)

Analisis volatilitas Nilai Aktiva Bersih (NAB) reksa dana campuran syariah dan reksa dana campuran konvensional dengan menggunakan model Arch dan Garch ( pada PT Danareksa Investment Management periode 2016 - 2018)
by: Ftriyani
Published: (2019)

Peramalan dengan model arch
by: Suhartini
Published: (2007)

JURNAL EKONOMI KUANTITATIF TERAPAN : Model ARIMAX Dan Deteksi GARCH Untuk Peramalan Inflasi Kota Denpasar Tahun 2014
by: Rukini Rukini
Published: (2014)

JURNAL EKONOMI KUANTITATIF TERAPAN : Model ARIMAX Dan Deteksi GARCH Untuk Peramalan Inflasi Kota Denpasar Tahun 2014
by: Rukini Rukini
Published: (2014)

Model Generalized Autoregressive Conditional Heteroscedastic (GARCH)
by: Feryanti, Nanin
Published: (2009)

ECONOMIC JOURNAL OF EMERGING MARKETS : Back to Oil: Indonesia Economic Growth after Asian Financial Crisis
by: Heru Iswahyudi
Published: (2016)

ECONOMIC JOURNAL OF EMERGING MARKETS : Back to Oil: Indonesia Economic Growth after Asian Financial Crisis
by: Heru Iswahyudi
Published: (2016)

Peramalan volatilitas saham syariah dengan menggunakan model stochastic volatility (studi kasus: daily closing price saham uniliver Indonesia periode 27 Oktober 2014 - 25 Oktober 2017)
by: Lisda Meilinda
Published: (2017)

ECONOMIC JOURNAL OF EMERGING MARKETS : Economic Policy Impact on Competitiveness and Efficiency of Textile Industry in Central Java
by: P. Eko Prasetyo, Ketut Sudarma, dkk.
Published: (2014)

ECONOMIC JOURNAL OF EMERGING MARKETS : Economic Policy Impact on Competitiveness and Efficiency of Textile Industry in Central Java
by: P. Eko Prasetyo, Ketut Sudarma, dkk.
Published: (2014)

ECONOMIC JOURNAL OF EMERGING MARKETS : The relationship between macroeconomic variables and small-and-medium- enterprises in Indonesia
by: Malik Cahyadin
Published: (2017)