ASEAN-5 Stock Price Index Valuation after COVID-19 Outbreak through GBM-MCS and VaR-SDPP Methods

In the economic globalization era, mainly since 2010, ASEAN countries’ financial and investment sectors have emerged to accelerate economic growth. The driving factor for the financial sector’s contribution is the public’s growing interest in financial asset investment products, of which the most ch...

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Bibliographic Details
Main Authors: Hersugondo Hersugondo, Endang Tri Widyarti, Di Asih I Maruddani, Trimono Trimono
Format: Article
Language:English
Published: MDPI AG 2022-11-01
Series:International Journal of Financial Studies
Subjects:
Online Access:https://www.mdpi.com/2227-7072/10/4/112