ANALISIS VOLATILITAS PASAR MODAL DI INDONESIA PENERAPAN MODEL GARCH PADA RETURN SAHAM IHSG HARIAN 4 APRIL 1983 � 15 JULI 2013
Several studies related to stock market return volatility have been performed by researchers, from linear model which assume constant variance to nonlinear model with structural breaks such as Markov-switching. This study aims to analyse daily stock market return volatility in Indonesia period April...
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| Main Authors: | , |
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| 格式: | Theses and Dissertations NonPeerReviewed |
| 出版: |
[Yogyakarta] : Universitas Gadjah Mada
2013
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| 主題: | |
| 在線閱讀: | https://repository.ugm.ac.id/127039/ http://etd.ugm.ac.id/index.php?mod=penelitian_detail&sub=PenelitianDetail&act=view&typ=html&buku_id=67281 |
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