Comparison of the Symmetric and Asymmetric Generalized Autoregressive Conditional Heteroscedasticity (GARCH) Models in Forecasting the 2018-2023 Jakarta Composite Index
ID Publisher
: 0000047968
Nama Jurnal
: ComTech (Computer, Mathematics and Engineering Applications)
Pengarang
: Yenni Angraini, Adelia Putri Pangestika, I Made Sumertajaya
Subjek
: Generalized Autoregressive Conditional Heteroscedasticity (GARCH), forecasting accuracy, Jakarta Composite Index (JCI)