journals
articles
about
ESPAÑOL
Journal title
Jurnal Ekonomi Modernisasi
JOURNAL'S COLLECTIONS
Home
/
Jurnal Ekonomi Modernisasi
/
Vol: 18 Núm: Februar Par: 0 (2022)
/
Article
ARTICLE
TITLE
The Modeling the returns volatility of Indonesian stock indices: The case of SRI-KEHATI and LQ45
Regi Muzio Ponziani
SUMMARY
No disponible
Free Access
PAGES
pp. 13 - 21
NUMBER
Volumen: 18 Número: Februar Parte: 0 (2022)
COLLECTIONS
Economy
JOURNALS RELATED
International Journal of Economics and Financial Issues
Jurnal Akuntansi dan Keuangan
Journal of Applied Business Research (JABR)
Articles related
Modeling the Dynamics, Volatilities and Interrelations of the Mexican, Brent and WTI Oil Returns
Antonio Ruiz-Porras,Javier Emmanuel Anguiano-Pita
We study the dynamics, volatilities, and interrelations of the Mexican (MME), Brent and WTI oil returns with twelve multivariate GARCH models. The main results suggest that: 1) The volatility of MME is bigger than the one of the WTI but smaller than the ...
see more
Revista:
Ensayos Revista de EconomÍa
Open Access
A Hybrid Fuzzy GJR-GARCH Modeling Approach for Stock Market Volatility Forecasting
Leandro Maciel
Forecasting stock market returns volatility is a challenging task that has attracted the attention of market practitioners, regulators and academics in recent years. This paper proposes a Fuzzy GJR-GARCH model to forecast the volatility of S&P 500 and Ib...
see more
Revista:
Revista Brasileira de Finanças
Open Access
Modeling and Forecasting the Volatility of Brazilian Asset Returns: a Realized Variance Approach
Marcelo C. Carvalho,Marco Aurélio S. Freire,Marcelo Cunha Medeiros,Leonardo R. Souza
The goal of this paper is twofold. First, using five of the most actively traded stocks in the Brazilian financial market, this paper shows that the normality assumption commonly used in the risk management area to describe the distributions of returns s...
see more
Revista:
Revista Brasileira de Finanças
Open Access
Strategy to Increase Sharia Banking Performance through Value-added Creation Intellectual DOI : 10.26905/jkdp.v26i2.7538
Didit Supriyadi
Based on the continuous flourishing of Sharia banking all over the globe, the current study aims to examine the impact of various factors on Sharia banking performance. These factors include cost efficiency, financial risks, funding, board characteristic...
see more
Revista:
Jurnal Keuangan dan Perbankan
Open Access
MODELING THE VOLATILITY FOR LONG TERM INTEREST RATE RETURNS IN THE NIGERIA BOND MARKET USING CONDITIONALY HETEROSCEDASTIC MODELS
Sunday Olaniyan, Hamadu Dallah
Revista:
Jurnal Wahana Akuntansi
Open Access