Application of GARCH model to forecast data and volatility of share price of energy (Study on Adaro Energy Tbk, LQ45)
Erica Virginia, Josep Ginting, Faiz A.M. Elfaki
| Year of publication: |
2018
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|---|---|
| Authors: | Virginia, Erica ; Ginting, Josep ; Elfaki, Faiz A. M. |
| Published in: |
International Journal of Energy Economics and Policy : IJEEP. - Mersin : EconJournals, ISSN 2146-4553, ZDB-ID 2632577-9. - Vol. 8.2018, 3, p. 131-140
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| Subject: | Volatility | Heteroscedasticity | Autoregressive Conditional Heteroscedastic Effect | GARCH Model | Window Dressing | ARCH-Modell | ARCH model | Volatilität | Börsenkurs | Share price | Schätztheorie | Estimation theory | Zeitreihenanalyse | Time series analysis | Heteroskedastizität | Prognoseverfahren | Forecasting model | Energiemarkt | Energy market |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | hdl:11159/2110 [Handle] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011881316