Indonesian Stock Market Volatility: GARCH Model
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| Main Authors: | , , , |
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| Format: | Article |
| Language: | English |
| Published: |
NGO “Economic Laboratory for Transition Research” (ELIT)
2020-06-01
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| Series: | Montenegrin Journal of Economics |
| Online Access: | http://mnje.com/sites/mnje.com/files/007-017_-_endri_et_al..pdf |
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| _version_ | 1849705875820773376 |
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| author | Endri Endri Zaenal Abidin Torang P. Simanjuntak Immas Nurhayati |
| author_facet | Endri Endri Zaenal Abidin Torang P. Simanjuntak Immas Nurhayati |
| author_sort | Endri Endri |
| collection | DOAJ |
| format | Article |
| id | doaj-art-01d1593aca774dc09d003f9eea3cb5eb |
| institution | DOAJ |
| issn | 1800-5845 1800-6698 |
| language | English |
| publishDate | 2020-06-01 |
| publisher | NGO “Economic Laboratory for Transition Research” (ELIT) |
| record_format | Article |
| series | Montenegrin Journal of Economics |
| spelling | doaj-art-01d1593aca774dc09d003f9eea3cb5eb2025-08-20T03:16:22ZengNGO “Economic Laboratory for Transition Research” (ELIT)Montenegrin Journal of Economics1800-58451800-66982020-06-0116210.14254/1800-5845/2020.16-2.1Indonesian Stock Market Volatility: GARCH ModelEndri EndriZaenal AbidinTorang P. SimanjuntakImmas Nurhayatihttp://mnje.com/sites/mnje.com/files/007-017_-_endri_et_al..pdf |
| spellingShingle | Endri Endri Zaenal Abidin Torang P. Simanjuntak Immas Nurhayati Indonesian Stock Market Volatility: GARCH Model Montenegrin Journal of Economics |
| title | Indonesian Stock Market Volatility: GARCH Model |
| title_full | Indonesian Stock Market Volatility: GARCH Model |
| title_fullStr | Indonesian Stock Market Volatility: GARCH Model |
| title_full_unstemmed | Indonesian Stock Market Volatility: GARCH Model |
| title_short | Indonesian Stock Market Volatility: GARCH Model |
| title_sort | indonesian stock market volatility garch model |
| url | http://mnje.com/sites/mnje.com/files/007-017_-_endri_et_al..pdf |
| work_keys_str_mv | AT endriendri indonesianstockmarketvolatilitygarchmodel AT zaenalabidin indonesianstockmarketvolatilitygarchmodel AT torangpsimanjuntak indonesianstockmarketvolatilitygarchmodel AT immasnurhayati indonesianstockmarketvolatilitygarchmodel |