Showing 1 - 14 results of 14 for search '"Garches"', query time: 0.02s Refine Results
  1. 1
    Penerapan model Arch-Garch untuk estimasi dan peramalan saham PT United Tractors TBK
    by Aura Latifa
    Published 2022
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  2. 2
    Pemodelan dan peramalan penutupan harga saham harian Jakarta Islamic Index model GARCH (Generalized Autoregressive Conditional Heteroscedasticity)
    by Ahmad Syarif
    Published 2014
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  3. 3
    Optimalisasi portofolio pada saham syariah menggunakan Capital Asset Pricing Model (CAPM) dengan volatilitas model Generalized Autoregressive Conditional Heteroscedasticity (GARCH)
    by Teti Sulastri
    Published 2015
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  4. 4
    Perbandingan resiko, return investasi dan kinerja saham serta analisis volatilitas harga saham model garch perusahaan berbasis syariah dan konvensional
    by Kiki Azakia
    Published 2019
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  5. 5
    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
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  6. 6
    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
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  7. 7
    Estimasi Value At Risk ( VAR ) pada portofolio saham menggunakan metode copula - garch ( studi kasus : saham ICBP dan UNVAR periode 1 Mei 2014 - 30 April 2017 )
    by Yayuk Tri Lestari
    Published 2018
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  8. 8
    Analisis resiko investasi dengan Value At Risk (VaR) - Generalized Autoregressive Conditional Heteroscedasticity (GARCH) (studi kasus: indeks harga saham syariah jakarta islamic index (JII) periode januari 2011 - Juli 2013)
    by Dian Harry Hanggara
    Published 2013
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  9. 9
    Analisis volatilitas Nilai Aktiva Bersih (NAB) reksa dana campuran syariah dan reksa dana campuran konvensional dengan menggunakan model Arch dan Garch ( pada PT Danareksa Investment Management periode 2016 - 2018)
    by Ftriyani
    Published 2019
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  10. 10
    Peramalan data runtun waktu dengan model arimax-garch dalam pasar modal syariah ( studi kasus : harga penutupan indeks harga saham harian jakarta Islamic Index ( JII ) periode 2 Januari 2012 - 30 Juni 2014
    by Alvan Pratama.A.L
    Published 2014
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  11. 11
    Analisis resiko saham syari'ah menggunakan pendekatan bayesian generalized autoregressive conditional heteroscedasticity (GARCH) (studi kasus : penutupan indeks harga saham harian Jakarta Islamic Index (JII) periode 1 Januari 2014 - 31 Maret 2016)
    by Diani Febriyati Pratiwi
    Published 2016
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  12. 12
    Analisis risiko investasi saham syariah menggunakan metode value at generalized autoressive conditional heterokedastic (var garch) dengan pendekatan generalized pareto distribution (GPD) (studi kasus: saham Jakarta Islamic Index periode Jakarta 2014 - Februari 2017)
    by Idrookuttafkiroh
    Published 2017
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  13. 13
    Perbandingan analisis pengoptimalan risiko investasi saham syariah dengan metode generalisasi proses wiener dan model generalized autoregressive conditional heteroscedasticity (GARCH) (studi kasus Jakarta Islamic Index (JII) periode 1 Januari 2014 - 31 Maret 2016)
    by Noviyani
    Published 2016
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  14. 14
    Pengukuran Value Risk menggunakan prosedur volatilytyupdating Hull dan White berdasarkan generalized Autoregressive Conditional heteroscedas Asticity in Mean ( GARCH-M ) ( studi kasus : penutupan harga saham bulanan ISSI periode 1 Januari 2012 - 31 Desember 2019 )
    by Saskia Ayu Gunawan
    Published 2023
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