Improvement of Real-GJR Model using Jump Variables on High Frequency Data
Volatility is a key indicator in assessing risk when making investment decisions. In the world of financial markets, volatility reflects the degree to which the value of a financial asset fluctuates over a given period. The most common way to measure the future loss potential of an investment is thr...
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| Main Authors: | , , , , , |
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| Format: | Article |
| Language: | English |
| Published: |
Universitas Muhammadiyah Mataram
2024-10-01
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| Series: | JTAM (Jurnal Teori dan Aplikasi Matematika) |
| Subjects: | |
| Online Access: | http://journal.ummat.ac.id/index.php/jtam/article/view/24294 |
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