Stock Price Volatility During the COVID-19 Pandemic: the GARCH Model
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.
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| Format: | Book Chapter |
| Language: | English |
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