Peramalan harga saham dengan model hybrid ARIMA-GARCH dan metode walk forward = Forecasting stock price using hybrid ARIMA-GARCH model dan walk forward process.

Analisis pengaruh VIX dan business cycle terhadap tingkat return dan volatilitas pasar saham dengan uji GARCH-in-mean model = VIX and business cycle effect toward stock market return and volatility: using GARCH-in-mean model

Implementasi filter Kalman pada model Local Level dalam peramalan harga saham studi kasus : saham Bank BCA (BBCA) = Implementation of Kalman filter in Local Level model for stock price forecasting

Analisis faktor-faktor determinasi return saham perusahaan-perusahaan di Indonesia

Aplikasi capital asset pricing model di bursa efek Jakarta