Crude palm oil market volatility: pre and post crisis periods. Evidence from Qarch
This study aims to examine the volatility of Malaysian Crude Palm Oil (CPO) markets 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...
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| Main Authors: | , |
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| Format: | Conference or Workshop Item |
| Language: | English English |
| Published: |
2015
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| Subjects: | |
| Online Access: | http://irep.iium.edu.my/45878/2/Crude_Palm_Oil_Market_Volatility-Pre_and_Post_Crisis_Periods_Haron_R_AICIF_2015_10.pdf http://irep.iium.edu.my/45878/7/45878.pdf http://irep.iium.edu.my/45878/ |
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