Capital market volatility MGARCH analysis : evidence from Southeast Asia
Sylva Alif Rusmita, Lina Nugraha Rani, Putri Swastika, Siti Zulaikha
| Year of publication: |
2020
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|---|---|
| Authors: | Rusmita, Sylva Alif ; Rani, Lina Nugraha ; Swastika, Putri ; Zulaikha, Siti |
| Published in: |
Journal of Asian finance, economics and business : JAFEB. - Seongnam, Gyeonggi, South Korea : Korea Distribution Science Association, ISSN 2288-4645, ZDB-ID 2929132-X. - Vol. 7.2020, 11, p. 117-126
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| Subject: | Financial Times Stock Exchange | Hijra Index | Jakarta Composite Index | Jakarta Islamic Index | Volatility Index | Volatilität | Volatility | Aktienindex | Stock index | Finanzmarkt | Financial market | Südostasien | Southeast Asia | Index | Index number | Indonesien | Indonesia | Indexberechnung | Index construction |
freely available
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.13106/jafeb.2020.vol7.no11.117 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012671647