Volatility and market risk of rubber price in Malaysia : pre- and post-global financial crisis
Han Hwa Goh, Kim Leng Tan, Chia Ying Khor, Sew Lai Ng
| Year of publication: |
December 2016
|
|---|---|
| Authors: | Han Hwa Goh ; Tan, Kim Leng ; Khor Chia Ying ; Ng Sew Lai |
| Published in: |
Journal of quantitative economics : official journal of the Indian Econometric Society. - Dordrecht : Springer Science + Business Media, ISSN 0971-1554, ZDB-ID 1235170-2. - Vol. 14.2016, 2, p. 323-344
|
| Subject: | Rubber price volatility | Malaysia | Global financial crisis | Market risk | Forecasting performance | ARCH-type models | Volatilität | Volatility | Finanzkrise | Financial crisis | ARCH-Modell | ARCH model | Welt | World | Kautschuk | Rubber |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s40953-016-0037-4 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011639915