ANALISA PENGARUH PERUBAHAN INTEREST RATE, EXCHANGE RATE, DAN INFLATION RATE TERHADAP VOLATILITAS RETURN SAHAM INDUSTRI PERBANKAN DI INDONESIA
| Main Author: | FIRDAUS, MIFTAH DIEGO |
|---|---|
| Format: | Thesis NonPeerReviewed |
| Terbitan: |
, 2013
|
| Subjects: | |
| Online Access: |
http://eprints.binus.ac.id/25865/ http://library.binus.ac.id/Collections/ethesis_detail.aspx?ethesisid=TS-R-2013-0064 |
Daftar Isi:
- ANALISA PENGARUH PERUBAHAN INTEREST RATE, EXCHANGE RATE, DAN INFLATION RATE TERHADAP VOLATILITAS RETURN SAHAM INDUSTRI PERBANKAN DI INDONESIA - return saham bank, inflation rate, exchange rate, interest rate, ARIMA, ARCH/GARCH, Value-at-Risk (VaR)