Economic: Journal Economic and Business
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Integrating garch, markowitz mean–variance, and lstm for risk, volatility, and portfolio analysis of four major Indonesian banking stocks 2015 – 2024
This study examines the risk structure, volatility behavior, and optimal portfolio construction of four major banking stocks in Indonesia BBCA, BBRI, BMRI, and BBNI during the 2015–2024 period through the integration of the GARCH(1,1) model, Markowitz Mean–Variance optimization, and Long Short-Term
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