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DCC-GARCH

Indonesian Stock Market’s Dynamic Integration with Asian Stock Markets and World Stock Markets

2022-10-15
By: khairul23
On: October 15, 2022

The study examines the relationship and integration of stock markets by using a DCC-GARCH from the period of January 1999 to September 2015. The period of January 1999 to September 2015 is chosen because in this period there has been a revocation of foreign ownership restrictions on the Indonesia StockContinue Reading

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