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<http://digilib.unila.ac.id/id/eprint/54389> <http://purl.org/dc/terms/title> "PEMODELAN DATA TIME SERIES ASIMETRIK DENGAN\r\nEXPONENTIAL GENERALIZED AUTOREGRESSIVE CONDITIONAL\r\nHETEROSCEDASTICITY (EGARCH)"^^<http://www.w3.org/2001/XMLSchema#string> .
<http://digilib.unila.ac.id/id/eprint/54389> <http://purl.org/ontology/bibo/abstract> "In the case of financial data, it usually tends to fluctuate rapidly from time to time\r\nso that the variance of the error will always change every time (heterogeneous)\r\nbut also has an asymmetrical effect. The purpose of this study is to apply the best\r\nEGARCH model on closing price return data of PT Jasa Marga Tbk. which has\r\nasymmetric in its volatility. The results of this study found that the best model is\r\nEGARCH (1.3) with the following equation:\r\nln "^^<http://www.w3.org/2001/XMLSchema#string> .
<http://digilib.unila.ac.id/id/eprint/54389> <http://purl.org/dc/terms/date> "2019-01-29" .
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