Changes in the situation that move very quickly on the commodity market have an impact on financial markets, one of which is the stock market in Indonesia. Therefore this study aims to examine the dynamic correlation between the movement of world oil…
Tags:Dynamic Conditional Correlation-Generalized Autoregressive Conditional Heteroscedasticity (DCC-GARCH),Repository, Repository Horizon University Indonesia, Repository Universitas Horizon Indonesia, Horizon.ac.id, Horizon University Indonesia, Universitas Horizon Indonesia, HorizonU, Repo Horizon , Europe Brent,Repository, Repository Horizon University Indonesia, Repository Universitas Horizon Indonesia, Horizon.ac.id, Horizon University Indonesia, Universitas Horizon Indonesia, HorizonU, Repo Horizon , Sectoral Stock Price Index,Repository, Repository Horizon University Indonesia, Repository Universitas Horizon Indonesia, Horizon.ac.id, Horizon University Indonesia, Universitas Horizon Indonesia, HorizonU, Repo Horizon , West Texas Intermediate (WTI)