Nabela Ariyaninda Budi Astutik

Comparative Modelling of Sharia-Compliant Stock Returns and Volatility Using GRU–GARCH and DES–GARCH: Evidence from Telkom Indonesia

Comparing two hybrid models for jointly modeling the return and conditional volatility of PT Telekomunikasi Indonesia Tbk, a highly liquid Sharia-compliant stock, suggests that, for daily Sharia-stock returns whose predictable component is small, a simpler smoothing-based mean model can match or exceed a deep learning...