Generalized Autoregressive Conditional Heteroskedastic Model to Examine Silver Price Volatility and Its Macroeconomic Determinant in Ethiopia Market
Like most commodities, the price of silver is driven by supply and demand speculation, which makes the price of silver notoriously volatile due to the smaller market, lower market liquidity, and fluctuations in demand between industrial and store value use. The concern of this article was to model a...
| Main Authors: | , , |
|---|---|
| Format: | Article |
| Language: | English |
| Published: |
Hindawi Limited
2020-01-01
|
| Series: | Journal of Probability and Statistics |
| Online Access: | http://dx.doi.org/10.1155/2020/5095181 |