Modeling and forecasting closing prices of some coal mining companies in Indonesia by using the VAR(3)-BEKK GARCH (1,1) model
Wamiliana Wamiliana, Edwin Russel, Iskandar Ali Alam, Widiarti Widiarti, Tuti Hairani, Mustofa Usman
| Year of publication: |
2024
|
|---|---|
| Authors: | Wamiliana ; Russel, Edwin ; Alam, Iskandar Ali ; Widiarti ; Hairani, Tuti ; Mustofa Usman |
| Published in: |
International Journal of Energy Economics and Policy : IJEEP. - Mersin : EconJournals, ISSN 2146-4553, ZDB-ID 2632577-9. - Vol. 14.2024, 1, p. 579-591
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| Subject: | BEKK GARCH Model | Forecasting | Granger Causality | Proportion Prediction Error Covariance | Vector Autoregressive | ARCH-Modell | ARCH model | Prognoseverfahren | Forecasting model | Indonesien | Indonesia | Kausalanalyse | Causality analysis | VAR-Modell | VAR model | Kohlenbergbau | Coal mining | Prognose | Forecast | Zeitreihenanalyse | Time series analysis | Schätztheorie | Estimation theory | Börsenkurs | Share price |
freely available
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.32479/ijeep.15167 [DOI] hdl:11159/653342 [Handle] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014494811