<> "The repository administrator has not yet configured an RDF license."^^ . <> . . "ANALISIS DATA TIME SERIES\r\nMENGGUNAKAN MODEL EXPONENTIAL GENERALIZED\r\nAUTOREGRESSIVE CONDITIONAL HETEROSCEDASTICITY\r\n(EGARCH) (1,1)"^^ . "Perilaku data finansial terkadang tidak hanya memiliki volatilitas yang tinggi dan\r\nragam yang heterogen, tetapi juga memiliki pengaruh asimetris atau laverage effect\r\nantara penurunan harga (bad news) dan peningkatan harga (good news). Oleh\r\nkarena itu, salah satu model yang dapat mengatasi pengaruh asimetrik ini adalah\r\nmodel EGARCH. Tujuan dari penelitian ini adalah untuk mendapatkan model\r\nEGARCH yang terbaik dan untuk meramalkan data mingguan harga saham PT.\r\nTambang Batu Bara Bukit Asam Tbk. dari Januari 2009 hingga Februari 2016.\r\nModel terbaik yang diperoleh untuk data tersebut adalah model ARIMA (1, 1, 0)\r\ndan model EGARCH (1,1). Hasil ramalan untuk empat periode berikutnya sangat\r\nbaik dan semua nilai berada di dalam interval konfidensi 95%.\r\nKata Kunci : Heteroskedastisitas, efek asimetris, EGARCH\r\n\r\nABSTRACT\r\n\r\nThe behaviour of financial data sometimes not only have high volatility and\r\nheterogencity of variance, but also has laverage asymmetric effect namely a\r\ndecrease in the price (bad news) and increase in the price (good news). There was\r\na model that can cope with these type of behaviour, namely EGARCH model. The\r\naims of this study are to find the best EGARCH model and to forecast data weekly\r\nshare price of PT. Tambang Batu Bara Bukit Asam Tbk. from January 2009 to\r\nFebruary 2016. The best model for the data is ARIMA (1, 1, 0) and EGARCH (1,1).\r\nThe results of forecasting for four periods is very good and all the estimation are in\r\nthe convidence interval 95%.\r\nKeywords : Heteroscedasticity, laverage effect, EGARCH"^^ . "2016-08-30" . . . . . "FAKULTAS MATEMATIKA DAN ILMU PENGETAHUAN ALAM "^^ . . . . . . . " 1217031057"^^ . "RIYAMA AMBARWATI"^^ . " 1217031057 RIYAMA AMBARWATI"^^ . . . . . . "ANALISIS DATA TIME SERIES\r\nMENGGUNAKAN MODEL EXPONENTIAL GENERALIZED\r\nAUTOREGRESSIVE CONDITIONAL HETEROSCEDASTICITY\r\n(EGARCH) (1,1) (File PDF)"^^ . . . "ABSTRACT (ABSTRAK).pdf"^^ . . . "ANALISIS DATA TIME SERIES\r\nMENGGUNAKAN MODEL EXPONENTIAL GENERALIZED\r\nAUTOREGRESSIVE CONDITIONAL HETEROSCEDASTICITY\r\n(EGARCH) (1,1) (File PDF)"^^ . . . "ANALISIS DATA TIME SERIES\r\nMENGGUNAKAN MODEL EXPONENTIAL GENERALIZED\r\nAUTOREGRESSIVE CONDITIONAL HETEROSCEDASTICITY\r\n(EGARCH) (1,1) (File PDF)"^^ . . . "SKRIPSI TANPA BAB PEMBAHASAN.pdf"^^ . . . "ANALISIS DATA TIME SERIES\r\nMENGGUNAKAN MODEL EXPONENTIAL GENERALIZED\r\nAUTOREGRESSIVE CONDITIONAL HETEROSCEDASTICITY\r\n(EGARCH) (1,1) (Other)"^^ . . . . . . "lightbox.jpg"^^ . . . 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"ANALISIS DATA TIME SERIES\r\nMENGGUNAKAN MODEL EXPONENTIAL GENERALIZED\r\nAUTOREGRESSIVE CONDITIONAL HETEROSCEDASTICITY\r\n(EGARCH) (1,1) (Other)"^^ . . . . . . "ANALISIS DATA TIME SERIES\r\nMENGGUNAKAN MODEL EXPONENTIAL GENERALIZED\r\nAUTOREGRESSIVE CONDITIONAL HETEROSCEDASTICITY\r\n(EGARCH) (1,1) (Other)"^^ . . . . . . "ANALISIS DATA TIME SERIES\r\nMENGGUNAKAN MODEL EXPONENTIAL GENERALIZED\r\nAUTOREGRESSIVE CONDITIONAL HETEROSCEDASTICITY\r\n(EGARCH) (1,1) (Other)"^^ . . . . . . "indexcodes.txt"^^ . . . "ANALISIS DATA TIME SERIES\r\nMENGGUNAKAN MODEL EXPONENTIAL GENERALIZED\r\nAUTOREGRESSIVE CONDITIONAL HETEROSCEDASTICITY\r\n(EGARCH) (1,1) (Other)"^^ . . . . . . "ANALISIS DATA TIME SERIES\r\nMENGGUNAKAN MODEL EXPONENTIAL GENERALIZED\r\nAUTOREGRESSIVE CONDITIONAL HETEROSCEDASTICITY\r\n(EGARCH) (1,1) (Other)"^^ . . . . . . "indexcodes.txt"^^ . . . "ANALISIS DATA TIME SERIES\r\nMENGGUNAKAN MODEL EXPONENTIAL GENERALIZED\r\nAUTOREGRESSIVE CONDITIONAL HETEROSCEDASTICITY\r\n(EGARCH) (1,1) (Other)"^^ . . . . . . "lightbox.jpg"^^ . . . "ANALISIS DATA TIME SERIES\r\nMENGGUNAKAN MODEL EXPONENTIAL GENERALIZED\r\nAUTOREGRESSIVE CONDITIONAL HETEROSCEDASTICITY\r\n(EGARCH) (1,1) (Other)"^^ . . . . . . "preview.jpg"^^ . . . "ANALISIS DATA TIME SERIES\r\nMENGGUNAKAN MODEL EXPONENTIAL GENERALIZED\r\nAUTOREGRESSIVE CONDITIONAL HETEROSCEDASTICITY\r\n(EGARCH) (1,1) (Other)"^^ . . . . . . "medium.jpg"^^ . . . "ANALISIS DATA TIME SERIES\r\nMENGGUNAKAN MODEL EXPONENTIAL GENERALIZED\r\nAUTOREGRESSIVE CONDITIONAL HETEROSCEDASTICITY\r\n(EGARCH) (1,1) (Other)"^^ . . . . . . "small.jpg"^^ . . "HTML Summary of #24071 \n\nANALISIS DATA TIME SERIES \nMENGGUNAKAN MODEL EXPONENTIAL GENERALIZED \nAUTOREGRESSIVE CONDITIONAL HETEROSCEDASTICITY \n(EGARCH) (1,1)\n\n" . "text/html" . . . "Q Science (General)"@en . . . "QA Mathematics"@en . .