Juliana, Ahmad and Padliansyah, Roni and Yulianti, Riska and Hidayat, Nurul (2021) The Volatility of ASIAN Stock Exchange Post Monetary Crisis: Utilizing ARCH Family Model. In: Proceedings of the 3rd Beehive International Social Innovation Conference, BISIC 2020, 3-4 October 2020, Bengkulu, Indonesia.
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Abstract
This study examines heteroscedasticity in the index data of 5 countries, including Malaysia, China, Indonesia, Singapore and Japan. The study also determines the level of volatility that can describe future returns and risks that affect investment behavior. Additionally, this research analyzes wheth
| Item Type: | Conference or Workshop Item (UNSPECIFIED) |
|---|---|
| Date Deposited: | 04 Mar 2026 14:21 |
| Last Modified: | 17 Apr 2026 08:35 |
| URI: | http://eprints.eai.eu/id/eprint/34404 |
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