Jakarta Islamic Index Stock Volatility and Forecasting Using Realized GARCH Model
Along with the large number of investors transacting on Islamic stocks, stock prices' movement becomes more volatile. The purpose of this research is to examine the behavior of volatility patterns in shares incorporated in the Jakarta Islamic Index using the Generalized Autoregressive Condition...
| Main Authors: | , |
|---|---|
| Format: | Article |
| Language: | Indonesian |
| Published: |
Institut Ilmu Sosial dan Manajemen STIAMI
2021-03-01
|
| Series: | Majalah Ilmiah Bijak |
| Subjects: | |
| Online Access: | https://ojs.stiami.ac.id/index.php/bijak/article/view/1228 |