The Predictability of GARCH-Type Models on the Returns Volatility of Primary Indonesian Exported Agricultural Commodities

Jurnal Akuntansi dan Keuangan
doi 10.9744/jak.13.2.87-97
Full Text
Abstract

Available in full text

Date
Authors
Publisher

Petra Christian University

Related search

Asymmetric Volatility and Macroeconomic Factors on Indonesian Government Bond Returns

Jurnal Keuangan dan Perbankan
2019English

Sample and Implied Volatility in GARCH Models

Journal of Financial Econometrics
EconomicsEconometricsFinance
2006English

Asymmetric GARCH Type Models for Asymmetric Volatility Characteristics Analysis and Wind Power Forecasting

Protection and Control of Modern Power Systems
Electronic EngineeringRiskEnergy EngineeringReliabilityElectricalSafetyPower TechnologyQuality
2019English

Estimating Stock Market Volatility Using Asymmetric GARCH Models

Applied Financial Economics
2008English

Empirical Analysis of Chinese Stock Market Volatility Based on GARCH Models and Markov Switching Models

2019English

Testing the Predictability of Stock Returns

English

Support Vector Regression Based GARCH Model With Application to Forecasting Volatility of Financial Returns

SSRN Electronic Journal
2008English

ARCH-GARCH MODEL on VOLATILITY of CRUDE OIL

International Journal of Disciplines In Economics and Administrative Sciences Studies (IDEAstudies)
2017English

On the Predictability of Stock Returns in Real Time

SSRN Electronic Journal
1998English

Amanote Research

Note-taking for researchers

Follow Amanote

© 2026 Amaplex Software S.P.R.L. All rights reserved.

Privacy PolicyRefund Policy