Analisis Integrasi Volatilitas Indeks Saham Global terhadap Indeks Indonesia dengan Metode DCC-GARCH Periode 2018-2023 = Volatility Integration Analysis of Global Stocks Indices to Indonesia Index Using DCC-GARCH during 2018-2023

Analisis Spillover Volatilitas pada Harga Komoditas dan Mata Uang Negara ASEAN-5 melalui Pendekatan DCC-GARCH-Connectedness = Analysis of Volatility Spillover on Commodity Prices and ASEAN-5 Exchange Rate through DCC-GARCH-Connectedness Approach

Bitcoin Dan Emas Sebagai Instrumen Safe-Haven Pada Pasar Saham Asean-5 Dengan Model DCC-GARCH Dan Regresi OLS = Bitcoin and Gold as Safe-Haven Instruments in Asean-5 Stock Markets Using DCC-GARCH Model and OLS Regression

Analisis Korelasi Harga Minyak Dunia dan Nilai Tukar USD/IDR terhadap Saham Transportasi dan logistik Menggunakan Metode DCC GARCH pada Periode Sebelum dan Saat Pandemik COVID-19 di Indonesia = Analysis of the Correlation between Global Oil Prices and USD/IDR Exchange Rate on Transportation and Logistiks Stocks Using DCC GARCH Method during Pre-Pandemik and COVID-19 Period in Indonesia

Pengaruh Volatilitas Harga Minyak dan Volatilitas Nilai Tukar terhadap Return Pasar Saham Indonesia: Peran Mediasi Volatilitas Pasar Saham Indonesia = The Effect of Oil Price Volatility and Exchange Rate Volatility on Indonesian Stock Market Returns: The Mediating Role of Indonesian Stock Market Volatility