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Published Articles with Keyword: GARCH model
- Title: The Modeling of Jakarta Composite Index Data Before and During COVID-19 Pandemic and its Alignment into Government Policy in Energy Sector
Authors: Florentina Kurniasari, Eko Endarto, Helena Dewi, Cynthia Sari Dewi, Nurhuda Nizar
Doi: 10.37394/23207.2023.20.64
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Published in WSEAS Transactions on Business and Economics, Volume 20, 2023 - Title: Option Pricing under GARCH Models Applied to the SET50 Index of Thailand
Authors: Somphorn Arunsingkarat, Renato Costa, Masnita Misran, Nattakorn Phewchean
Doi: 10.37394/23206.2021.20.12
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Published in WSEAS Transactions on Mathematics, Volume 20, 2021 - Title: Modeling Non-Linear Dependence between Risk and Return in Latin Markets
Authors: Sergio Guilherme Schlender, Marcelo Brutti Righi, Paulo Sergio Ceretta
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Published in WSEAS Transactions on Business and Economics, Volume 12, 2015