<> "The repository administrator has not yet configured an RDF license."^^ . <> . . "PERAMALAN HARGA SAHAM PT. TELEKOMUNIKASI INDONESIA TBK. PADA MODEL THRESHOLD GENERALIZED AUTOREGRESSIVE CONDITIONAL HETEROCEDASTIC (TGARCH)\r\n\r\n"^^ . "ABSTRAK\r\n\r\nHarga saham merupakan jenis data yang memiliki volatilitas yang tinggi sehingga menimbulkan pengaruh heteroskedasitas. Dalam mengatasi peramalan data dengan volatilitas tinggi tidak dapat digunakan model Box-Jenkins ataupun model ARCH, dan GARCH yang tidak mampu mengatasi efek asimetris. Oleh karena itu, penelitian ini digunakan model TGARCH pada data harga saham yang memiliki volatilitas tinggi.\r\n\r\nHasil penelitian menunjukkan bahwa model terbaik dari data harga saham PT. Telekomunikasi Indonesia Tbk. adalah model TGARCH(1,3,2) dengan persamaan rata-ratanya, Yt = 0.001534 + 0.674868Yt-1 - 0.820603et-1. dan ragamnya, σ2t = 0.000171 + 0.101270e2t-1 - 0.209495σ2t-1 + 0.630915σ2t-2 - 0.129610 σ2t-3.\r\n\r\nKata kunci: Harga saham, volatilitas, efek asimetris, model TGARCH. \r\n\r\n\r\nABSTRACT\r\n\r\nStock price is a type of data with high volatility which ussualy have non homogenity of variances. To solve such data, Box-Jenkins Model, ARCH, and GARCH Model are unappropriate. Therefore, in this research, TGARCH Model is used to solve the problem.\r\n\r\nThe result showed that the best model for stock price data of Telekomunikasi Indonesia Inc. is TGARCH(1,3,2) model with the equation of mean, Yt = 0.001534 + 0.674868Yt-1 - 0.820603et-1. and the equation of variance, σ2t = 0.000171 + 0.101270e2t-1 - 0.209495σ2t-1 + 0.630915σ2t-2 - 0.129610 σ2t-3.\r\n\r\nKeywords : Stock price, volatility, asimetry effect, TGARCH model\r\n\r\n\r\n"^^ . "2017-01-25" . . . . . "FAKULTAS MATEMATIKA DAN ILMU PENGETAHUAN ALAM"^^ . . . . . . . "1317031004"^^ . "ALFAN ANDESTA "^^ . "1317031004 ALFAN ANDESTA "^^ . . . . . . "PERAMALAN HARGA SAHAM PT. TELEKOMUNIKASI INDONESIA TBK. PADA MODEL THRESHOLD GENERALIZED AUTOREGRESSIVE CONDITIONAL HETEROCEDASTIC (TGARCH)\r\n\r\n (File PDF)"^^ . . . "ABSTRAK (ABSTRACT).pdf"^^ . . . "PERAMALAN HARGA SAHAM PT. TELEKOMUNIKASI INDONESIA TBK. PADA MODEL THRESHOLD GENERALIZED AUTOREGRESSIVE CONDITIONAL HETEROCEDASTIC (TGARCH)\r\n\r\n (Other)"^^ . . . . . . "lightbox.jpg"^^ . . . "PERAMALAN HARGA SAHAM PT. TELEKOMUNIKASI INDONESIA TBK. PADA MODEL THRESHOLD GENERALIZED AUTOREGRESSIVE CONDITIONAL HETEROCEDASTIC (TGARCH)\r\n\r\n (Other)"^^ . . . . . . "preview.jpg"^^ . . . "PERAMALAN HARGA SAHAM PT. TELEKOMUNIKASI INDONESIA TBK. PADA MODEL THRESHOLD GENERALIZED AUTOREGRESSIVE CONDITIONAL HETEROCEDASTIC (TGARCH)\r\n\r\n (Other)"^^ . . . . . . "medium.jpg"^^ . . . "PERAMALAN HARGA SAHAM PT. TELEKOMUNIKASI INDONESIA TBK. PADA MODEL THRESHOLD GENERALIZED AUTOREGRESSIVE CONDITIONAL HETEROCEDASTIC (TGARCH)\r\n\r\n (Other)"^^ . . . . . . "small.jpg"^^ . . . "PERAMALAN HARGA SAHAM PT. TELEKOMUNIKASI INDONESIA TBK. PADA MODEL THRESHOLD GENERALIZED AUTOREGRESSIVE CONDITIONAL HETEROCEDASTIC (TGARCH)\r\n\r\n (Other)"^^ . . . . . . "indexcodes.txt"^^ . . . "PERAMALAN HARGA SAHAM PT. TELEKOMUNIKASI INDONESIA TBK. PADA MODEL THRESHOLD GENERALIZED AUTOREGRESSIVE CONDITIONAL HETEROCEDASTIC (TGARCH)\r\n\r\n (File PDF)"^^ . . . "PERAMALAN HARGA SAHAM PT. TELEKOMUNIKASI INDONESIA TBK. PADA MODEL THRESHOLD GENERALIZED AUTOREGRESSIVE CONDITIONAL HETEROCEDASTIC (TGARCH)\r\n\r\n (File PDF)"^^ . . . "SKRIPSI TANPA BAB PEMBAHASAN.pdf"^^ . . . "PERAMALAN HARGA SAHAM PT. TELEKOMUNIKASI INDONESIA TBK. PADA MODEL THRESHOLD GENERALIZED AUTOREGRESSIVE CONDITIONAL HETEROCEDASTIC (TGARCH)\r\n\r\n (Other)"^^ . . . . . . "PERAMALAN HARGA SAHAM PT. TELEKOMUNIKASI INDONESIA TBK. PADA MODEL THRESHOLD GENERALIZED AUTOREGRESSIVE CONDITIONAL HETEROCEDASTIC (TGARCH)\r\n\r\n (Other)"^^ . . . . . . "PERAMALAN HARGA SAHAM PT. TELEKOMUNIKASI INDONESIA TBK. PADA MODEL THRESHOLD GENERALIZED AUTOREGRESSIVE CONDITIONAL HETEROCEDASTIC (TGARCH)\r\n\r\n (Other)"^^ . . . . . . "PERAMALAN HARGA SAHAM PT. TELEKOMUNIKASI INDONESIA TBK. PADA MODEL THRESHOLD GENERALIZED AUTOREGRESSIVE CONDITIONAL HETEROCEDASTIC (TGARCH)\r\n\r\n (Other)"^^ . . . . . . "PERAMALAN HARGA SAHAM PT. TELEKOMUNIKASI INDONESIA TBK. PADA MODEL THRESHOLD GENERALIZED AUTOREGRESSIVE CONDITIONAL HETEROCEDASTIC (TGARCH)\r\n\r\n (Other)"^^ . . . . . . "PERAMALAN HARGA SAHAM PT. TELEKOMUNIKASI INDONESIA TBK. PADA MODEL THRESHOLD GENERALIZED AUTOREGRESSIVE CONDITIONAL HETEROCEDASTIC (TGARCH)\r\n\r\n (Other)"^^ . . . . . . "indexcodes.txt"^^ . . . "PERAMALAN HARGA SAHAM PT. TELEKOMUNIKASI INDONESIA TBK. PADA MODEL THRESHOLD GENERALIZED AUTOREGRESSIVE CONDITIONAL HETEROCEDASTIC (TGARCH)\r\n\r\n (Other)"^^ . . . . . . "lightbox.jpg"^^ . . . "PERAMALAN HARGA SAHAM PT. TELEKOMUNIKASI INDONESIA TBK. PADA MODEL THRESHOLD GENERALIZED AUTOREGRESSIVE CONDITIONAL HETEROCEDASTIC (TGARCH)\r\n\r\n (Other)"^^ . . . . . . "preview.jpg"^^ . . . "PERAMALAN HARGA SAHAM PT. TELEKOMUNIKASI INDONESIA TBK. PADA MODEL THRESHOLD GENERALIZED AUTOREGRESSIVE CONDITIONAL HETEROCEDASTIC (TGARCH)\r\n\r\n (Other)"^^ . . . . . . "medium.jpg"^^ . . . "PERAMALAN HARGA SAHAM PT. TELEKOMUNIKASI INDONESIA TBK. PADA MODEL THRESHOLD GENERALIZED AUTOREGRESSIVE CONDITIONAL HETEROCEDASTIC (TGARCH)\r\n\r\n (Other)"^^ . . . . . . "small.jpg"^^ . . "HTML Summary of #25516 \n\nPERAMALAN HARGA SAHAM PT. TELEKOMUNIKASI INDONESIA TBK. PADA MODEL THRESHOLD GENERALIZED AUTOREGRESSIVE CONDITIONAL HETEROCEDASTIC (TGARCH) \n \n\n\n" . "text/html" . . . "QA Mathematics"@en . .