<> "The repository administrator has not yet configured an RDF license."^^ . <> . . "PERAMALAN VOLATILITAS RETURN SAHAM PT BUKIT ASAM TBK\r\nMENGGUNAKAN MODEL GLOSTEN JAGANNATHAN RUNKLE\r\nGENERALIZED AUTOREGRESSIVE CONDITIONAL\r\nHETEROSCEDASTICITY (GJR-GARCH)"^^ . "Data deret waktu seringkali bersifat acak dan bervariasi, sehingga terjadi\r\nheteroskedastisitas. Dalam setiap penelitian, selalu ada asimetri. Asimetri\r\nbiasanya terjadi karena perbedaan antara perubahan harga dan nilai volatilitas.\r\nvolatility adalah ukuran tingkat fluktuasi harga sekuritas dari waktu ke waktu. Ini\r\nmenunjukkan tingkat risiko yang terkait dengan perubahan harga sekuritas.\r\nSehingga pada penelitian ini digunakan model GJR - GARCH (Glosten -\r\nJagannathan - Runkle- Generalized Autoregressive Conditional\r\nHeteroskedasticity) untuk mengatasi adanya respon asimetris. Model Glosten -\r\nJagannathan - Runkle (GJR) merupakan salah satu model deret waktu Conditional\r\ndari model Generalized Autoregressive pengembangan Heteroskedasticity\r\n(GARCH). Tujuan dalam penelitian ini untuk meramalkan data return penutupan\r\nharga saham PT Bukit Asam (PTBA) Tbk. dengan menggunakan model GJR -\r\nGARCH (1,0) dengan menghasilkan nilai peramalan harga saham yang cenderung\r\nkonstan.\r\nKata kunci : asimetris,heteroskedastisitas,garch,gjr-garch.\r\n\r\n\r\nTime series data are often random and varied, resulting in heteroscedasticity. In\r\nevery research, there is always an asymmetry. The asymmetry usually occurs\r\nbecause of the difference between the price change and the volatility value.\r\nvolatility is a measure of the rate of fluctuation in a security's price over time. It\r\nshows the level of risk associated with changes in the security's price.\r\nSo in this study the GJR-GARCH (Glosten-Jagannathan-Runkle-Generalized\r\nAutoregressive Conditional Heteroskedasticity) model was used to overcome the\r\nasymmetric response. The Glosten - Jagannathan - Runkle (GJR) model is one of\r\nthe Conditional time series models of the Generalized Autoregressive\r\nHeteroskedasticity (GARCH) development model. The purpose of this research is\r\nto predict the closing return data for the PT Bukit Asam (PTBA) Tbk stock price.\r\nby using the GJR-GARCH model (1.0) to produce a stock price forecasting value\r\nthat tends to be constant.\r\nKey words : asymmetric,heteroscedasticity,garch,gjr-garch.\r\n"^^ . "2023-02-06" . . . . . "FAKULTAS MATEMATIKA DAN ILMU PENGETAHUAN ALAM"^^ . . . . . . . "HASYA"^^ . "AFRIANDY "^^ . "HASYA AFRIANDY "^^ . . . . . . "PERAMALAN VOLATILITAS RETURN SAHAM PT BUKIT ASAM TBK\r\nMENGGUNAKAN MODEL GLOSTEN JAGANNATHAN RUNKLE\r\nGENERALIZED AUTOREGRESSIVE CONDITIONAL\r\nHETEROSCEDASTICITY (GJR-GARCH) (File PDF)"^^ . . . "ABSTRAK.pdf"^^ . . . "PERAMALAN VOLATILITAS RETURN SAHAM PT BUKIT ASAM TBK\r\nMENGGUNAKAN MODEL GLOSTEN JAGANNATHAN RUNKLE\r\nGENERALIZED AUTOREGRESSIVE CONDITIONAL\r\nHETEROSCEDASTICITY (GJR-GARCH) (File PDF)"^^ . . . "PERAMALAN VOLATILITAS RETURN SAHAM PT BUKIT ASAM TBK\r\nMENGGUNAKAN MODEL GLOSTEN JAGANNATHAN RUNKLE\r\nGENERALIZED AUTOREGRESSIVE CONDITIONAL\r\nHETEROSCEDASTICITY (GJR-GARCH) (File PDF)"^^ . . . "SKRIPSI TANPA BAB PEMBAHASAN.pdf"^^ . . . "PERAMALAN VOLATILITAS RETURN SAHAM PT BUKIT ASAM TBK\r\nMENGGUNAKAN MODEL GLOSTEN JAGANNATHAN RUNKLE\r\nGENERALIZED AUTOREGRESSIVE CONDITIONAL\r\nHETEROSCEDASTICITY (GJR-GARCH) (Other)"^^ . . . . . . "indexcodes.txt"^^ . . . "PERAMALAN VOLATILITAS RETURN SAHAM PT BUKIT ASAM TBK\r\nMENGGUNAKAN MODEL GLOSTEN JAGANNATHAN RUNKLE\r\nGENERALIZED AUTOREGRESSIVE CONDITIONAL\r\nHETEROSCEDASTICITY (GJR-GARCH) (Other)"^^ . . . . . . "PERAMALAN VOLATILITAS RETURN SAHAM PT BUKIT ASAM TBK\r\nMENGGUNAKAN MODEL GLOSTEN JAGANNATHAN RUNKLE\r\nGENERALIZED AUTOREGRESSIVE CONDITIONAL\r\nHETEROSCEDASTICITY (GJR-GARCH) (Other)"^^ . . . . . . "indexcodes.txt"^^ . . . "PERAMALAN VOLATILITAS RETURN SAHAM PT BUKIT ASAM TBK\r\nMENGGUNAKAN MODEL GLOSTEN JAGANNATHAN RUNKLE\r\nGENERALIZED AUTOREGRESSIVE CONDITIONAL\r\nHETEROSCEDASTICITY (GJR-GARCH) (Other)"^^ . . . . . . "lightbox.jpg"^^ . . . "PERAMALAN VOLATILITAS RETURN SAHAM PT BUKIT ASAM TBK\r\nMENGGUNAKAN MODEL GLOSTEN JAGANNATHAN RUNKLE\r\nGENERALIZED AUTOREGRESSIVE CONDITIONAL\r\nHETEROSCEDASTICITY (GJR-GARCH) (Other)"^^ . . . . . . "preview.jpg"^^ . . . "PERAMALAN VOLATILITAS RETURN SAHAM PT BUKIT ASAM TBK\r\nMENGGUNAKAN MODEL GLOSTEN JAGANNATHAN RUNKLE\r\nGENERALIZED AUTOREGRESSIVE CONDITIONAL\r\nHETEROSCEDASTICITY (GJR-GARCH) (Other)"^^ . . . . . . "medium.jpg"^^ . . . "PERAMALAN VOLATILITAS RETURN SAHAM PT BUKIT ASAM TBK\r\nMENGGUNAKAN MODEL GLOSTEN JAGANNATHAN RUNKLE\r\nGENERALIZED AUTOREGRESSIVE CONDITIONAL\r\nHETEROSCEDASTICITY (GJR-GARCH) (Other)"^^ . . . . . . "small.jpg"^^ . . . "PERAMALAN VOLATILITAS RETURN SAHAM PT BUKIT ASAM TBK\r\nMENGGUNAKAN MODEL GLOSTEN JAGANNATHAN RUNKLE\r\nGENERALIZED AUTOREGRESSIVE CONDITIONAL\r\nHETEROSCEDASTICITY (GJR-GARCH) (Other)"^^ . . . . . . "PERAMALAN VOLATILITAS RETURN SAHAM PT BUKIT ASAM TBK\r\nMENGGUNAKAN MODEL GLOSTEN JAGANNATHAN RUNKLE\r\nGENERALIZED AUTOREGRESSIVE CONDITIONAL\r\nHETEROSCEDASTICITY (GJR-GARCH) (Other)"^^ . . . . . . "PERAMALAN VOLATILITAS RETURN SAHAM PT BUKIT ASAM TBK\r\nMENGGUNAKAN MODEL GLOSTEN JAGANNATHAN RUNKLE\r\nGENERALIZED AUTOREGRESSIVE CONDITIONAL\r\nHETEROSCEDASTICITY (GJR-GARCH) (Other)"^^ . . . . . . "PERAMALAN VOLATILITAS RETURN SAHAM PT BUKIT ASAM TBK\r\nMENGGUNAKAN MODEL GLOSTEN JAGANNATHAN RUNKLE\r\nGENERALIZED AUTOREGRESSIVE CONDITIONAL\r\nHETEROSCEDASTICITY (GJR-GARCH) (Other)"^^ . . . . . . "PERAMALAN VOLATILITAS RETURN SAHAM PT BUKIT ASAM TBK\r\nMENGGUNAKAN MODEL GLOSTEN JAGANNATHAN RUNKLE\r\nGENERALIZED AUTOREGRESSIVE CONDITIONAL\r\nHETEROSCEDASTICITY (GJR-GARCH) (Other)"^^ . . . . . . "lightbox.jpg"^^ . . . "PERAMALAN VOLATILITAS RETURN SAHAM PT BUKIT ASAM TBK\r\nMENGGUNAKAN MODEL GLOSTEN JAGANNATHAN RUNKLE\r\nGENERALIZED AUTOREGRESSIVE CONDITIONAL\r\nHETEROSCEDASTICITY (GJR-GARCH) (Other)"^^ . . . . . . "preview.jpg"^^ . . . "PERAMALAN VOLATILITAS RETURN SAHAM PT BUKIT ASAM TBK\r\nMENGGUNAKAN MODEL GLOSTEN JAGANNATHAN RUNKLE\r\nGENERALIZED AUTOREGRESSIVE CONDITIONAL\r\nHETEROSCEDASTICITY (GJR-GARCH) (Other)"^^ . . . . . . "medium.jpg"^^ . . . "PERAMALAN VOLATILITAS RETURN SAHAM PT BUKIT ASAM TBK\r\nMENGGUNAKAN MODEL GLOSTEN JAGANNATHAN RUNKLE\r\nGENERALIZED AUTOREGRESSIVE CONDITIONAL\r\nHETEROSCEDASTICITY (GJR-GARCH) (Other)"^^ . . . . . . "small.jpg"^^ . . "HTML Summary of #70047 \n\nPERAMALAN VOLATILITAS RETURN SAHAM PT BUKIT ASAM TBK \nMENGGUNAKAN MODEL GLOSTEN JAGANNATHAN RUNKLE \nGENERALIZED AUTOREGRESSIVE CONDITIONAL \nHETEROSCEDASTICITY (GJR-GARCH)\n\n" . "text/html" . . . "510 Matematika" . .