Pemodelan Volatilitas Return Saham: Studi Kasus Pasar Saham Asia
Modelling Volatility of Return Stock Index: Evidence from Asian Countries Volatility is one of the interesting phenomenon in financial market; the reason is because of its eect to the existence of global financial market. The existence of volatility closely related to the risk in stock model. This...
Main Authors: | , , |
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Format: | Article |
Language: | Indonesian |
Published: |
Department of Economics
2017-07-01
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Series: | JEPI (Jurnal Ekonomi dan Pembangunan Indonesia) |
Subjects: | |
Online Access: | https://jepi.fe.ui.ac.id/index.php/JEPI/article/view/717 |