Pemodelan Data Time Series Garch(1,1) Untuk Pasar Saham Indonesia
| Main Authors: | -, Elfa Rafulta, Putra, Roni Tri |
|---|---|
| Format: | Article info application/pdf eJournal |
| Bahasa: | eng |
| Terbitan: |
Pusat Penelitian dan pengabdian kepada Masyarakat (P3M) Politeknik Negeri Padang
, 2015
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| Subjects: | |
| Online Access: |
http://jpr-pnp.com/index.php/jpr/article/view/15 http://jpr-pnp.com/index.php/jpr/article/view/15/10 |
Daftar Isi:
- This paper introduced a method pengklusteran for financial data. By using the model Heteroskidastity Generalized autoregressive conditional (GARCH), will be estimated distance between the stock market using GARCH-based distance. The purpose of this method is mengkluster international stock markets with different amounts of data.