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Sponsored Artificial Intelligence: A Modern Approach, Global Edition Artificial Intelligence: A Modern Approach, Global Edition

Author

I. Andirasdini

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Open access Aug 2026

Conditional Covariance Estimation Using CCC-GARCH for Markowitz Portfolio Optimization

The time-varying volatility and heteroskedasticity of stock returns require appropriate volatility modeling for portfolio construction. This study aims to model stock return volatility using the Constant Conditional Correlation Generalized Autoregressive Conditional Heteroskedasticity (CCC-GARCH) and apply the estimate...

I. Andirasdini, Delila Anggraini Siringo Ringo · 0 citations
Open access Jul 2026

Forecasting and Financial Risk Analysis Using ARIMA Intervention Model: A Case Study on JMAS Tbk

The capital market is characterized by high volatility, making accurate forecasting and risk measurement essential for investment decision-making. This study aims to apply the Autoregressive Integrated Moving Average (ARIMA) intervention model and the Value at Risk (VaR) approach for stock prices forecasting and finans...

Rina Yuliantika, I. Andirasdini · 0 citations

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