?url_ver=Z39.88-2004&rft_val_fmt=info%3Aofi%2Ffmt%3Akev%3Amtx%3Adc&rft.title=MODEL+ASYMMETRIC+POWER+AUTOREGRESSIVE+CONDITIONAL+HETEROSCEDASTICITY+(APARCH)+UNTUK+MENGATASI+VOLATILITAS+DATA+ASIMETRIS%0D%0A%0D%0A(Studi+Kasus+Data+Return+Penutupan+Harga+Saham+PT+Unilever+Indonesia+Tbk.)%0D%0A&rft.creator=Christ+Gabrialdo+H.%2C+1417031034&rft.subject=Q+Science+(General)&rft.subject=QA+Mathematics&rft.description=Tujuan+dari+penelitian+ini+adalah+untuk+meramalkan+data+return+penutupan+harga+saham+PT+Unilever+Indonesia+Tbk.+yang+memiliki+volatilitas+data+yang+bersifat+asimetris+dengan+menggunakan+model+APARCH.+Hasil+dari+penelitian+ini+didapatkan+model+terbaik+untuk+peramalan+ragamnya+adalah+APARCH+(1%2C3)+yaitu+dengan+persamaan+sebagai+berikut%3A%0D%0A%CF%83_t%5E1.209624%3D0.000675%2B0.234766%E3%80%96+(%7C%CE%B5_(t-1)+%7C-0.308938+%CE%B5_(t-1)+)%E3%80%97%5E1.209624%2B%0D%0A1.432246+%E3%80%96%E3%80%96(%CF%83%E3%80%97_(t-1))%E3%80%97%5E1.209624-0.775210%E3%80%96%E3%80%96(%CF%83%E3%80%97_(t-2))%E3%80%97%5E1.209624%2B0.149835%E3%80%96%E3%80%96(%CF%83%E3%80%97_(t-3))%E3%80%97%5E1.209624%0D%0A%0D%0AKata+kunci%3A+volatilitas%2C+asimetris%2C+aparch.+%0D%0A%0D%0AAbstract%0D%0A%0D%0AThe+purpose+of+this+research+is+to+forecast+the+closing+return+of+PT+Unilever+Indonesia+Tbk+stock+price+which+has+asymmetric+volatility+using+APARCH+model.+The+result+of+this+research+showed+that+the+best+model+for+forecasting+the+data+is+APARCH+(1%2C3)+that+is+with+equation+as+following%3A%0D%0A%CF%83_t%5E1.209624%3D0.000675%2B0.234766%E3%80%96+(%7C%CE%B5_(t-1)+%7C-0.308938+%CE%B5_(t-1)+)%E3%80%97%5E1.209624%2B%0D%0A1.432246+%E3%80%96%E3%80%96(%CF%83%E3%80%97_(t-1))%E3%80%97%5E1.209624-0.775210%E3%80%96%E3%80%96(%CF%83%E3%80%97_(t-2))%E3%80%97%5E1.209624%2B0.149835%E3%80%96%E3%80%96(%CF%83%E3%80%97_(t-3))%E3%80%97%5E1.209624%0D%0A%0D%0A%0D%0AKey+words%3A+volatility%2C+asymmetric%2C+aparch.%0D%0A%0D%0A&rft.publisher=UNIVERSITAS+LAMPUNG&rft.date=2018-02-13&rft.type=Skripsi&rft.type=NonPeerReviewed&rft.format=text&rft.identifier=http%3A%2F%2Fdigilib.unila.ac.id%2F30554%2F1%2FABSTRAK.pdf&rft.format=text&rft.identifier=http%3A%2F%2Fdigilib.unila.ac.id%2F30554%2F10%2FSKRIPSI%2520FULL.pdf&rft.format=text&rft.identifier=http%3A%2F%2Fdigilib.unila.ac.id%2F30554%2F11%2FSKRIPSI%2520TANPA%2520BAB%2520PEMBAHASAN.pdf&rft.identifier=++Christ+Gabrialdo+H.%2C+1417031034++(2018)+MODEL+ASYMMETRIC+POWER+AUTOREGRESSIVE+CONDITIONAL+HETEROSCEDASTICITY+(APARCH)+UNTUK+MENGATASI+VOLATILITAS+DATA+ASIMETRIS+(Studi+Kasus+Data+Return+Penutupan+Harga+Saham+PT+Unilever+Indonesia+Tbk.).++UNIVERSITAS+LAMPUNG%2C+FAKULTAS+MATEMATIKA+DAN+ILMU+PENGETAHUAN+ALAM.+++++&rft.relation=http%3A%2F%2Fdigilib.unila.ac.id%2F30554%2F