1. 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 | ||||||||
|