Crude palm oil market volatility: Malaysian evidence

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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...

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Bibliographic Details
Main Authors:	Haron, Razali, Salami, Monsurat Ayojimi
Format:	Proceeding Paper
Language:	English
Published:	2014
Subjects:	HG4501 Stocks, investment, speculation
Online Access:	http://irep.iium.edu.my/39581/ http://irep.iium.edu.my/39581/1/Crude_Palm_Oil_Market_Volatility_IREP.pdf

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