@misc{eprints54389,
           month = {Januari},
           title = {PEMODELAN DATA TIME SERIES ASIMETRIK DENGAN
EXPONENTIAL GENERALIZED AUTOREGRESSIVE CONDITIONAL
HETEROSCEDASTICITY (EGARCH)},
          author = {1517031175 Binsar Hermawan},
         address = {UNIVERSITAS LAMPUNG},
       publisher = {FAKULTAS MATEMATIKA DAN ILMU PENGETAHUAN ALAM},
            year = {2019},
             url = {http://digilib.unila.ac.id/54389/},
        abstract = {In the case of financial data, it usually tends to fluctuate rapidly from time to time
so that the variance of the error will always change every time (heterogeneous)
but also has an asymmetrical effect. The purpose of this study is to apply the best
EGARCH model on closing price return data of PT Jasa Marga Tbk. which has
asymmetric in its volatility. The results of this study found that the best model is
EGARCH (1.3) with the following equation:
ln }
}