VOLATILITY ANALYSIS USING THE EGARCH METHOD: CASE STUDY OF BBCA, BMRI, BRIS
ABSTRACT This study aimed to test the volatility model of BBCA and BMRI stocks on the IDX. The research problem is whether there is an influence of BBCA and LQ45 volatility on BMRI and vice versa. The study also tested whether BRIS's volatility was influenced by its majority shareholder, BMRI....
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| Main Authors: | , |
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| Format: | Book |
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Universitas PGRI Madiun,
2024-04-01T00:00:00Z.
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| Online Access: | Connect to this object online. |
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Internet
Connect to this object online.3rd Floor Main Library
| Call Number: |
A1234.567 |
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| Copy 1 | Available |