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Recently, modeling and forecasting of high-frequency data (such as daily price) volatility using GARCH-MIDAS attract … the attention of many researchers. Thus, the objective of this study is to model the average daily coffee price volatility … at level. From the result of estimated model, all selected indicators are crucial in explaining price volatility …
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Food prices increased significantly in 2007 - 08 in Ethiopia due to several supply- and demand-side factors. The …
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