Revisit the Dynamic Portfolio Formation between Gold and Stocks in Indonesia in the Period Before and During the COVID-19 Pandemic
Author(s) -
Ashalia Fitri Yuliana,
Robiyanto Robiyanto
Publication year - 2022
Publication title -
journal of accounting and strategic finance
Language(s) - English
Resource type - Journals
ISSN - 2614-6649
DOI - 10.33005/jasf.v5i1.161
Subject(s) - autoregressive conditional heteroskedasticity , volatility (finance) , portfolio , safe haven , pandemic , economics , covid-19 , econometrics , financial economics , asset (computer security) , actuarial science , business , computer science , medicine , disease , infectious disease (medical specialty) , computer security
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