HIGHLIGHTS
- who: Apriani Dorkas Rambu Atahau and collaborators from the Department of Management, Satya Wacana Christian University, Salatiga, Indonesia have published the article: Predicting Co-Movement of Banking Stocks Using Orthogonal GARCH, in the Journal: Risks 2022, 158 of 30/Dec/2019
- what: This study investigates the application of generalized auto-regressive conditional heteroscedasticity (OGARCH) in predicting the co-movement of banking sector stocks in Indonesia. The aims of this study are to apply the OGARCH method for calculating the variance-covariance matrix to predict the co-movement of stocks of SOEs engaged in the banking . . .
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