Edbert Surya Atmadja, author
Volatilitas harga minyak antara oil volatility index dan realized variance terhadap imbal hasil pasar saham di negara Asean-5 dengan pendekatan DCC-GARCH = Oil price volatility between oil volatility index and realized variance to Asean-5 countries stock returns using DCC-GARCH
2017
 UI - Skripsi (Membership)
Zhalindri Noor Adjani, author
Bitcoin Dan Emas Sebagai Instrumen Safe-Haven Pada Pasar Saham Asean-5 Dengan Model DCC-GARCH Dan Regresi OLS = Bitcoin and Gold as Safe-Haven Instruments in Asean-5 Stock Markets Using DCC-GARCH Model and OLS Regression
Fakultas Ekonomi dan Bisnis Universitas Indonesia, 2022
 UI - Tesis (Membership)
Ario Fareiza Akbar, author
Analisis Korelasi Harga Minyak Dunia dan Nilai Tukar USD/IDR terhadap Saham Transportasi dan logistik Menggunakan Metode DCC GARCH pada Periode Sebelum dan Saat Pandemik COVID-19 di Indonesia = Analysis of the Correlation between Global Oil Prices and USD/IDR Exchange Rate on Transportation and Logistiks Stocks Using DCC GARCH Method during Pre-Pandemik and COVID-19 Period in Indonesia
Fakultas Ekonomi dan Bisnis Universitas Indonesia, 2023
 UI - Tesis (Membership)
Feny Yurastika, author
Spillover volatilitas dan interaksi antara pasar saham dan pasar obligasi: studi kasus negara ASEAN-5 = Volatility spillover and interaction between stock and bond markets: evidence from ASEAN-5 countries
Fakultas Eknonomi dan Bisnis Universitas Indonesia, 2020
 UI - Tesis (Membership)
M. Ali Ridwan, author
Analisis volatility spillover antara harga minyak dunia dengan lima indeks saham sektoral di Indonesia, Singapura, Korea dan Hong Kong = Volatility spillover analysis between world oil price and five sectoral index in Indonesia, Singapore, Korea and Hong Kong
Fakultas Ekonomi dan Bisnis Universitas Indonesia, 2013
 UI - Skripsi (Membership)
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