Vytlačiť
1. Stock Price Volatility During the COVID-19 Pandemic: the GARCH Model
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017 | 70 | $a 10.21511/imfi.18(4).2021.02 $2 DOI |
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101 | 0- | $a eng $d eng |
102 | $a UA | |
200 | 1- | $a Stock Price Volatility During the COVID-19 Pandemic: the GARCH Model $f Endri Endri, Widya Aipama, A. Razak, Laynita Sari, Renil Septiano |
330 | $a 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. | |
463 | -1 | $1 001 eu_un_cat*0279218 $1 011 $a 1810-4967 $1 200 1 $a Investment Management and Financial Innovations $b elektronický zdroj $v Vol. 18, no. 4 (2021), s. 12-20 $1 210 $a Sumy $c LLC "Consulting Publishing Company "Business Perspectives" $d 2021 |
541 | 1- | $a Volatilita cien akcií počas pandémie COVID-19: model GARCH |
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610 | 1- | $9 eu_un_auth*0009379 $a volatilita |
610 | 1- | $9 eu_un_auth*0030242 $a burzy cenných papierov |
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610 | 1- | $9 eu_un_auth*0079797 $a pandémia |
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610 | 1- | $9 eu_un_auth*h0002443 $a Indonézia |
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701 | -1 | $3 eu_un_auth*0083350 $a Aipama $b Widya $4 070 |
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701 | -1 | $3 eu_un_auth*0083352 $a Sari $b Laynita $4 070 |
701 | -1 | $3 eu_un_auth*0083353 $a Septiano $b Renil $4 070 |
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