Griseldis Viona Mufti
Analisis Integrasi Volatilitas Indeks Saham Global terhadap Indeks Indonesia dengan Metode DCC-GARCH Periode 2018-2023 = Volatility Integration Analysis of Global Stocks Indices to Indonesia Index Using DCC-GARCH during 2018-2023
Fakultas Ekonomi dan Bisnis Universitas Indonesia, 2024
 UI - Skripsi Membership
Zhalindri Noor Adjani
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
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
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
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