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Stock Price Volatility During the COVID-19 Pandemic: the GARCH Model
Title Stock Price Volatility During the COVID-19 Pandemic: the GARCH Model Translation Volatilita cien akcií počas pandémie COVID-19: model GARCH Author info Endri Endri, Widya Aipama, A. Razak, Laynita Sari, Renil Septiano Author Endri Endri Co-authors Aipama Widya Razak A. Sari Laynita Septiano Renil Source document Investment Management and Financial Innovations. Vol. 18, no. 4 (2021), s. 12-20. - Sumy : LLC "Consulting Publishing Company "Business Perspectives", 2021. ISSN 1810-4967 DOI 10.21511/imfi.18(4).2021.02 Document kind schedule of articles from periodics Language English Country of Edition Ukraine Keywords akcie * volatilita * burzy cenných papierov * výnosy * modely * investori * pandémia * koronavírus * Indonézia Annotation Reakcia cien akcií na Indonézskej burze cenných papierov (IDX) na COVID-19 pomocou modelu GARCH. Použitý model GARCH dokazuje, že počas pandémie COVID-19 sa volatilita cien akcií zvyšuje a vedie k poklesu abnormálnych výnosov. Database ARTICLES References PERIODIKÁ-Súborný záznam periodika Numbers 2021: 4
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