Kemeruapan Bersyarat dan Korelasi Dinamik Pasaran Saham ASEAN
2022-10-11
This study attempts to look at the relationship between stock markets in ASEAN-5 region by using multivariate GARCH models (MGARCH). The results show that most markets are experiencing a higher degree of volatility in periods of crisis, especially during the Asian financial crisis. The results also show a positive correlationContinue Reading