Predicting Co-Movement of Banking Stocks Using Orthogonal GARCH
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- Apriani Dorkas Rambu Atahau & Robiyanto Robiyanto & Andrian Dolfriandra Huruta, 2023. "Co-Movement of Indonesian State-Owned Enterprise Stocks," Economies, MDPI, vol. 11(2), pages 1-24, February.
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Keywords
OGARCH; principal component analysis; state-owned enterprises; banking sector returns;All these keywords.
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