Modeling of Jakarta Islamic Index Stock Volatility Return Pattern with Garch Model
Along with the large number of investors transacting on Islamic stocks, the movement of stock prices 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 Conditio...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
UIN Sultan Aji Muhammad Idris Samarinda
2020-12-01
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| Series: | Al-tijary |
| Subjects: | |
| Online Access: | https://journal.iain-samarinda.ac.id/index.php/altijary/article/view/2468 |