?url_ver=Z39.88-2004&rft_val_fmt=info%3Aofi%2Ffmt%3Akev%3Amtx%3Adc&rft.title=PEMODELAN+DATA+TIME+SERIES+ASIMETRIK+DENGAN%0D%0AEXPONENTIAL+GENERALIZED+AUTOREGRESSIVE+CONDITIONAL%0D%0AHETEROSCEDASTICITY+(EGARCH)&rft.creator=Binsar+Hermawan%2C+1517031175&rft.subject=QA+Mathematics&rft.description=In+the+case+of+financial+data%2C+it+usually+tends+to+fluctuate+rapidly+from+time+to+time%0D%0Aso+that+the+variance+of+the+error+will+always+change+every+time+(heterogeneous)%0D%0Abut+also+has+an+asymmetrical+effect.+The+purpose+of+this+study+is+to+apply+the+best%0D%0AEGARCH+model+on+closing+price+return+data+of+PT+Jasa+Marga+Tbk.+which+has%0D%0Aasymmetric+in+its+volatility.+The+results+of+this+study+found+that+the+best+model+is%0D%0AEGARCH+(1.3)+with+the+following+equation%3A%0D%0Aln+&rft.publisher=FAKULTAS+MATEMATIKA+DAN+ILMU+PENGETAHUAN+ALAM&rft.date=2019-01-29&rft.type=Skripsi&rft.type=NonPeerReviewed&rft.format=text&rft.identifier=http%3A%2F%2Fdigilib.unila.ac.id%2F54389%2F1%2F1.%2520ABSTRAK.pdf&rft.format=text&rft.identifier=http%3A%2F%2Fdigilib.unila.ac.id%2F54389%2F2%2F2.%2520SKRIPSI%2520FULL.pdf&rft.format=text&rft.identifier=http%3A%2F%2Fdigilib.unila.ac.id%2F54389%2F3%2F3.%2520SKRIPSI%2520FULL%2520TANPA%2520BAB%2520PEMBAHASAN.pdf&rft.identifier=++Binsar+Hermawan%2C+1517031175++(2019)+PEMODELAN+DATA+TIME+SERIES+ASIMETRIK+DENGAN+EXPONENTIAL+GENERALIZED+AUTOREGRESSIVE+CONDITIONAL+HETEROSCEDASTICITY+(EGARCH).++FAKULTAS+MATEMATIKA+DAN+ILMU+PENGETAHUAN+ALAM%2C+UNIVERSITAS+LAMPUNG.+++++&rft.relation=http%3A%2F%2Fdigilib.unila.ac.id%2F54389%2F