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...

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Bibliographic Details
Main Authors: Linda Karlina Sari, Noer Azam Achsani, Bagus Sartono
Format: Article
Language:Indonesian
Published: Department of Economics 2017-07-01
Series:JEPI (Jurnal Ekonomi dan Pembangunan Indonesia)
Subjects:
Online Access:https://jepi.fe.ui.ac.id/index.php/JEPI/article/view/717