Volatility forecasting is an imperative research field in financial markets and crucial component in most financial decisions. Nevertheless, which model should be used to assess volatility remains a complex issue as different volatility models result in different volatility approximations. The...

In measuring risk, practitioners have practiced one of the two extreme approaches for so long, i.e. historical simulation or risk metrics. Meanwhile, academicians tend to apply methods based on the latest development in financial econometrics. In this study, we try to assess one of important...

The development in forecasting techniques has been quite significant, which is indicated by the evolution on how researchers perceive characteristics of financial data. The researchers used to employ mean in their prediction model, but nowadays they tend to employ variance in developing the...

This paper attempts to investigate and clarify previous studies on market liquidity measurement, which involve Bid-Ask Spread, Trading Frequency, and Liquidity Ratio variables. To strengthen our findings, we employ Volatility Models of ARCH and GARCH, as well as JSX daily, weekly, and monthly...

Both practitioners and academicians demand a linkage model across financial markets, particularly among regional capital markets, for both risk management and portfolio selection purposes. Researchers frequently use co-integration and causality analysis in investigating the dependence or...

Branding has become one of the most powerful tools in marketing particularly in marketing a place as a tourist destination. Recently, academics and practitioners have similar agreement in discussing places as a brand as well as in branding the places in the same way as consumer goods and...

Although the concept of corporate identity (CI) has been of interest to marketing practitioners for the last three decades, only recently has it attracted the serious attention of marketing academics such as Dacin and Brown (2002) who have defined CI as “…..those intended characteristics of...

Laboratory of Management Faculty of Economics, University of Padjadjaran (LMFE Unpad) is one of the units with fully supported by Faculty of Economics, University of Padjadjaran. LMFE provides services in research, training, management and business consultancy. Major problems of LMFE are the...

This paper discribe a role of internet marketing toward creative industries in Bandung. How Internet Marketing can help the creative industries to access the market through internet. Bandung, as emerging city for creative industries in Indonesia has shown the great developent of small medium...

The low level participation of the Islamic banks in mudharabah and musharakah financing models has become one of the problems in the development of the industry. This arrangements are unique to Islamic banking and account for its superiority over conventional banking on grounds of ethics and...