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Investigating the Features of Indonesia Stock Price During Covid-19 pandemic: An Application of Merton Jump Diffusion Model

Dhea Putri Adriani Universitas Diponegoro

Ratna Herdiana Universitas Diponegoro

Widowati Widowati Universitas Diponegoro

Jumadil Saputra Universiti Malaysia Terengganu

Financial Engineering and Engineering Economy 2021

11th Annual International Conference on Industrial Engineering and Operations Management