Revisiting Financial Volatility in the Indonesian Islamic Stock Market: GARCH – MIDAS Approach
Introduction/main objectives: The aim of this research is to study the impact of macroeconomic variables on the Indonesian Islamic stock market’s volatility. Background issues: To predict the stock market’s volatility, daily or high-frequency data has been applied to the model’s explanatory variabl...
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| 第一著者: | |
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| フォーマット: | Artigo |
| 言語: | Inglês |
| 出版事項: |
Universitas Gadjah Mada
2023-05-01
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| シリーズ: | Journal of Indonesian Economy and Business |
| 主題: | |
| オンライン･アクセス: | https://journal.ugm.ac.id/v3/jieb/article/view/5704 |
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