Alivia, Aini (2003) Pemodelan Return Harga Saham Blue Chip (Indosat, HM Sampoerna, Indofood Dan Astra) Dengan Penerapan Arima Box Jenkins Dan Archgarch (Autoregressive Conditional Heterocedasticity-Generalized Autoregressive Conditional Heterocedasticity). Undergraduate thesis, Institut Teknologi Sepuluh Nopember.
Preview |
Text
1399100019-Undergraduate-Thesis.pdf - Published Version Download (9MB) | Preview |
Abstract
Bidang ekonomi merupakan salah satu bidang terapan yang sering di gunakan untuk aplikasi pemodelan analisis deret waktu salah satunya oleh Kierkegaard (2000) pada pergerakan empat return harga saham internasional (Hewlett-packard, Sony, Mobil dan Pepsi). Berdasarkan penelitian yang dilakukan oleh Kierkegaard (2000) tersebut dilakukan pula penelitian terhadap empat return harga saham blue chip (Astra, Sampoerna, Indofood dan Indosat).
| Item Type: | Thesis (Undergraduate) |
|---|---|
| Additional Information: | RSST 519.535 Ali p |
| Subjects: | H Social Sciences > HA Statistics H Social Sciences > HB Economic Theory H Social Sciences > HB Economic Theory > Economic forecasting--Mathematical models. |
| Divisions: | Faculty of Mathematics and Science > Statistics > 49201-(S1) Undergraduate Thesis |
| Depositing User: | Users 13 not found. |
| Date Deposited: | 10 Jan 2018 01:38 |
| Last Modified: | 10 Jan 2018 01:38 |
| URI: | http://repository.its.ac.id/id/eprint/49209 |
Actions (login required)
 |
View Item |