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....
Сохранить в:
Главные авторы: | , |
---|---|
Формат: | |
Опубликовано: |
Universitas PGRI Madiun,
2024-04-01T00:00:00Z.
|
Предметы: | |
Online-ссылка: | Connect to this object online. |
Метки: |
Добавить метку
Нет меток, Требуется 1-ая метка записи!
|
Internet
Connect to this object online.3rd Floor Main Library
Шифр: |
A1234.567 |
---|---|
Копировать 1 | Доступно |