Open AccessAnalysis of the Risk of Rubber Prices Using the ARCH-GARCH and VaR Methods on Farm Income in West Aceh District
Author(s) -
Mustafa Usman,
Muhammad Yuzan Wardhana,
Mauwaddah Istiqamah
Publication year - 2022
Publication title -
international journal on advanced science, engineering and information technology/international journal of advanced science, engineering and information technology
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.216
H-Index - 22
eISSN - 2460-6952
pISSN - 2088-5334
DOI - 10.18517/ijaseit.12.3.13637
Subject(s) - natural rubber , agriculture , productivity , autoregressive conditional heteroskedasticity , agricultural economics , economics , agricultural science , business , volatility (finance) , financial economics , geography , economic growth , environmental science , chemistry , archaeology , organic chemistry