PERBANDINGAN AKURASI PERAMALAN METODEARIMA DAN GARCH UNTUK MEMPREDIKSI IHSGPERIODE 1991 - 2011

Investing in the stock market requires a lot of information that affects stock prices. Stock values having higher volatility reflect high level of risk as well. Technical analysis is a tool used to predict stock price movements and an influencing indicator based on historical data. If the historical...

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Bibliographic Details
Main Authors: , Budi Nugroho, , Prof. Dr. Sukmawati Sukamulja, M.M.
Format: Theses and Dissertations NonPeerReviewed
Published: [Yogyakarta] : Universitas Gadjah Mada 2012
Subjects:
ETD
Online Access:https://repository.ugm.ac.id/98836/
http://etd.ugm.ac.id/index.php?mod=penelitian_detail&sub=PenelitianDetail&act=view&typ=html&buku_id=54928
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Institution: Universitas Gadjah Mada