Zobrazeno 1 - 3
of 3
pro vyhledávání: '"Faldy Tita"'
Autor:
Didit Budi Nugroho, Nadya Putri Wulandari, Yumita Cristin Alfagustina, Hanna Arini Parhusip, Faldy Tita, Bambang Susanto
Publikováno v:
JTAM (Jurnal Teori dan Aplikasi Matematika), Vol 8, Iss 4, Pp 1096-1108 (2024)
Volatility is a key indicator in assessing risk when making investment decisions. In the world of financial markets, volatility reflects the degree to which the value of a financial asset fluctuates over a given period. The most common way to measure
Externí odkaz:
https://doaj.org/article/fa53ec8c93ea418da4413962944e5bd7
Publikováno v:
JST (Jurnal Sains dan Teknologi). 12
This study applies the exponential transformation to the exogenous variables in the GARCH-X(1,1) model. The model assumes that the returns error is Normally and Student-t distributed. The data type used as an exogenous variable in the GARCH-X(1,1) mo
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::2a1fdf8998a2d4da3696453e9e10c8d7
https://doi.org/10.23887/jstundiksha.v12i1.50714
https://doi.org/10.23887/jstundiksha.v12i1.50714
Autor:
Djoko Suprijanto, Faldy Tita
Publikováno v:
Advances in Social Science, Education and Humanities Research.
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::1e40a57a71cb0abddba55fbfb2b80fe3
https://doi.org/10.2991/assehr.k.210508.045
https://doi.org/10.2991/assehr.k.210508.045