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....

Full description

Saved in:
Bibliographic Details
Main Authors: Suhendro Suhendro (Author), Purnama Siddi (Author)
Format: Book
Published: Universitas PGRI Madiun, 2024-04-01T00:00:00Z.
Subjects:
Online Access:Connect to this object online.
Tags: Add Tag
No Tags, Be the first to tag this record!

Internet

Connect to this object online.

3rd Floor Main Library

Holdings details from 3rd Floor Main Library
Call Number: A1234.567
Copy 1 Available