GARCH Model IBM Stock Forecasting of Price Volatility

Risk and volatility are two related factors in research regarding capital markets. Many factors influence the movement of shares and indices. Volatility is common and affects risk assessment. Stock price volatility is an important aspect of understanding market behavior, with high volatility reflect...

وصف كامل

التفاصيل البيبلوغرافية
الحاوية / القاعدة:International Journal of Electronics and Communications System
المؤلفون الرئيسيون: Balqis Dwian Fitri Zamzami, Ericson Chandra Sihombing, Veni Zahara Kartika, Christian Arvianus Nathanael Biran, Luluk Muthoharoh, Mika Alvionita Sitinjak
التنسيق: مقال
اللغة:الإنجليزية
منشور في: Universitas Islam Negeri Raden Intan Lampung 2024-06-01
الموضوعات:
arma
garch
ibm
stock
الوصول للمادة أونلاين:https://ejournal.radenintan.ac.id/index.php/IJECS/article/view/22866

الانترنت

https://ejournal.radenintan.ac.id/index.php/IJECS/article/view/22866

مواد مشابهة