scholarly journals Financial firm bankruptcies, international stock markets, and investor sentiment

2018 ◽  
Vol 24 (1) ◽  
pp. 461-473 ◽  
Author(s):  
Panayiotis Papakyriakou ◽  
Athanasios Sakkas ◽  
Zenon Taoushianis
Keyword(s):  
Stock Markets ◽  
Investor Sentiment ◽  
International Stock Markets ◽  
Financial Firm

Pemodelan Data Time Series Garch(1,1) Untuk Pasar Saham Indonesia

2015 ◽  
Vol 11 (1) ◽  
pp. 13
Author(s):  
Elfa Rafulta ◽  
Roni Tri Putra
Keyword(s):  
Time Series ◽  
Stock Market ◽  
Stock Markets ◽  
Financial Data ◽  
International Stock Markets

This paper introduced a method pengklusteran for financial data. By using the model Heteroskidastity Generalized autoregressive conditional (GARCH), will be estimated distance between the stock market using GARCH-based distance. The purpose of this method is mengkluster international stock markets with different amounts of data.

Sign in / Sign up

Export Citation Format

Share Document