Analisis risiko investasi saham syariah dengan model glosten jagannathan runkle thereshold autoregressive conditional heteroscedasticity (GJR -TARCH) ( studi kasus : indeks harga saham JII periode 4 Maret 2013 sampai 27 Februari 2015) l
wt,1/ws.c.1
Saved in:
Main Author: | Ridwan Farsudin Ashari |
---|---|
Format: | Skripsi |
Language: | Indonesia |
Published: |
Fak. Sains dan Teknologi UIN Sunan Kalijaga
2015
|
Subjects: | |
Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
Similar Items
-
Perbandingan Model Glosten Jagannathan and Runkle Generalized Autoregressive Conditional Heteroscedasticity (GJR-GARCH) Dan Exponental Generalized Autoregressive Condentional Hetersdasticity (EGARCH) dalam Analisis Risiko Saham Syariah
by: Dinul Darma Atmaja
Published: (2017) -
Analisis risiko estimasi Value at Risk(VaR) model volatilitas asymmetric Glosten Jagganathan and Runkle (GJR) pada Jakarta Islamic Index
by: Nila Nurmala Sari
Published: (2014) -
Pemodelan dan peramalan penutupan harga saham harian Jakarta Islamic Index model GARCH (Generalized Autoregressive Conditional Heteroscedasticity)
by: Ahmad Syarif
Published: (2014) -
Peramalan harga saham menggunakan model Generalized Autoregressive Conditional Heteroscedasticity ( GARCH ) ( studi kasus : peramalan harga saham mingguan PT. Adaro Energy Indonesia TBK )
by: Nur Halimah
Published: (2022) -
Analisis risiko investasi saham syari'ah dengan model Value at Risk - Threshold Autoregressive Conditional Heterocedasticity (VaR-TARCH) (studi kasus: indeks harga saham JII periode 4 Maret 2013 sampai 27 Februari 2015 )
by: Taufan Wahyudi
Published: (2015)