Malaysian crude palm oil market volatility: a GARCH approach

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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...

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Bibliographic Details
Main Authors:	Haron, Razali, Ayojimi, Salami Monsurat
Format:	Article
Language:	English
Published:	Faculty of Economics and Management, Universiti Putra Malaysia 2015
Subjects:	HG Finance
Online Access:	http://irep.iium.edu.my/46914/ http://irep.iium.edu.my/46914/1/46904.pdf

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