Modeling and forecasting closing prices of some coal mining companies in Indonesia by using the VAR(3)-BEKK GARCH (1,1) model

Wamiliana; Russel, Edwin; Alam, Iskandar Ali; Widiarti; Hairani, Tuti; Mustofa Usman

Please use this identifier to cite or link to this item: https://hdl.handle.net/11159/653342

Title:

Modeling and forecasting closing prices of some coal mining companies in Indonesia by using the VAR(3)-BEKK GARCH (1,1) model

Journal:

International Journal of Energy Economics and Policy

Authors:

Wamiliana
Russel, Edwin
Alam, Iskandar Ali
Widiarti
Hairani, Tuti
Mustofa Usman

e-ISSN:

2146-4553

Document Type:

Article

Year of Publication:

2024

Original URL:

https://www.econjournals.com/index.php/ijeep/article/download/15167/7708/35843

Persistent Identifier of the first edition:

doi:10.32479/ijeep.15167

Language:

English (eng)

Citation:

Wamiliana/Russel, Edwin et. al. (2024). Modeling and forecasting closing prices of some coal mining companies in Indonesia by using the VAR(3)-BEKK GARCH (1,1) model. In: International Journal of Energy Economics and Policy 14 (1), S. 579 - 591.
https://www.econjournals.com/index.php/ijeep/article/download/15167/7708/35843.
doi:10.32479/ijeep.15167.

Appears in Collections:

International journal of energy economics and policy (IJEEP)

Files in This Item:

File

Description

Size

Format

1883883911_0.pdf
download file

2.05 MB

Adobe PDF

Download Statistics

BibTeX-Export