DCC-GARCH Application in Formulating Dynamic Portfolio between Stocks in the Indonesia Stock Exchange with Gold
| Main Author: | Robiyanto, Robiyanto |
|---|---|
| Format: | Book application/pdf Journal |
| Terbitan: |
UI Scholars Hub
, 2018
|
| Subjects: | |
| Online Access: |
https://scholarhub.ui.ac.id/icmr/vol10/iss1/3 https://scholarhub.ui.ac.id/cgi/viewcontent.cgi?article=1095&context=icmr |