Open AccessARCH-GARCH Analysis: An Approach to Determine The Price Volatility of Red Chili
Author(s) -
Etty Puji Lestari,
Sucihatiningsih Dian Wisika Prajanti,
Wandah Wibawanto,
Fauzul Adzim
Publication year - 2022
Publication title -
agraris
Language(s) - English
Resource type - Journals
eISSN - 2527-9238
pISSN - 2407-814X
DOI - 10.18196/agraris.v8i1.12060
Subject(s) - volatility (finance) , economics , autoregressive conditional heteroskedasticity , agricultural economics , monetary economics , financial economics