Application of short-term forecasting models for energy entity stock price (Study on Indika Energi Tbk, JII)
Year of publication: |
2020
|
---|---|
Authors: | Azhar, Rialdi ; Kesumah, Fajrin Satria Dwi ; Ambya, Ambya ; Wisnu, Febryan Kusuma ; Russel, Edwin |
Published in: |
International Journal of Energy Economics and Policy : IJEEP. - Mersin : EconJournals, ISSN 2146-4553, ZDB-ID 2632577-9. - Vol. 10.2020, 1, p. 294-301
|
Subject: | ARCH Effect | GARCH Model | Volatility | Share Price Forecasting | Investment Decision | Theorie | Theory | Schätzung | Estimation | Börsenkurs | Share price | Prognoseverfahren | Forecasting model | Volatilität | ARCH-Modell | ARCH model | Zeitreihenanalyse | Time series analysis |
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