The experience of past financial market turmoil suggests that in addition to eroding investor
wealth, the severe consequences of rare extreme market events can spillover and impair the …

The Gaussian and non-Gaussian autoregressive models are used in this paper for
analyzing time series data. The autoregressive time series models with various distributions …

Background: Stock investment has been gaining momentum in the past years due to the
development of technology. During the pandemic lockdown, people have invested more …

In a stock investment, the greater the desired profits, the greater risks will be implied. The big
changes in the stock market prices encourage us to measure the financial risks. The value at …

The e-commerce business is growing in Indonesia. However, there are not many e-
commerce companies that trade their shares on the Exchange. Since the emergence of …