Analisis volatilitas harga kopi internasional
oleh Firmansyah ([Publisher not identified]
, 2006)
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| This study utilized three univariate ARCH-type to empirically examine persistence and asymmetry in volatility of prices of international coffee produced in Indonesia, i.e. Robusta and Arabics Other Milds. The third objective of this study is to analyze the influence of frost season in Brazil toward international coffee prices. By conducting GARCH, TARCH and EGARCH models, this study has demonstrated empirically that time varying volatility appears to exist but leverage effect do not exist in volatility of prices of international coffee movement. At any models, frost season in Brazil since June to August as a cause of its coffee production fall is empirically significance influence international coffee prices and the volatility. |
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| No. Panggil : | MUIN-XXXV-7-Juli2006-44 |
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| Penerbitan : | [Place of publication not identified]: [Publisher not identified], 2006 |
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| Majalah/Jurnal : | Manajemen Usahawan Indonesia |
| Volume : | Vol. XXXV (7) Juli 2006: 44-53 |
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| Institusi Pemilik : | Universitas Indonesia |
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| No. Panggil | No. Barkod | Ketersediaan |
|---|---|---|
| MUIN-XXXV-7-Juli2006-44 | 03-20-347581940 | TERSEDIA |
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