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Afnanda, A., Devianto, D., Yollanda, M., Maiyastri, M., Bakar, N.N. and Haripamyu, H. 2025. Sharia Stock Return Volatility Model through Bayesian MSGARCH with Asymmetric Effects and Data Structure Changes. Statistics, Optimization & Information Computing. 14, 5 (Aug. 2025), 2255-2275. DOI:https://doi.org/10.19139/soic-2310-5070-2679.