ANALISIS VOLATILITAS NILAI TUKAR MATA UANG RUPIAH TERHADAP DOLAR
This research aims to analyze the volatility of exchange rate (Rp/US$) on the Indone-sian economy. The Method of analyze uses Autoregressive Conditional Heteroscedasticiy(ARCH)/Generalized Autoregressive Conditional Heteroscedasticiy (GARCH) that wasdeveloped by Arize, (1995) and Zainal (2004). The...
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| Format: | Article |
| Language: | English |
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University of Brawijaya
2012-05-01
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| Series: | Journal of Indonesian Applied Economics |
| Online Access: | https://jiae.ub.ac.id/index.php/jiae/article/view/98 |