<> "The repository administrator has not yet configured an RDF license."^^ . <> . . "ANALISIS VOLATILITAS DAN PERAMALAN RETURN MATA UANG\r\nDIGITAL (CRYPTOCURRENCY) DI DUNIA DENGAN METODE\r\nDYNAMIC CONDITIONAL CORRELATION GENERALIZED\r\nAUTOREGRESSIVE CONDITIONAL HETEROSCEDASTICITY\r\n\r\n(DCC-GARCH)"^^ . "The Dynamic Conditional Correlation Generalized Autoregressive Conditional\r\nHeteroscedasticity (DCC-GARCH) is one of the multivariate time series method\r\nthat can be used if residual which produced by a model still had heteroscedasticity.\r\nThis research had a purpose to do volatility analysis and forecasting using return\r\ncryptocurrency in the world data, which is bitcoin, etherum, and tether. Before\r\napplying the DCC-GARCH method, the Vector Autoregressive (VAR) method must\r\nbe applied first to get the residual data that will be used on DCC-GARCH model.\r\nBased on the lowest value of AIC, SBC, HQC, and FPEC, the best model for VAR\r\nmodel is VAR(3). The model that be used on this research is VAR(3) – DCC\r\nGARCH (1,1). A high volatility and variation movement is happening on return\r\nbitcoin, the volatility of return etherum also had a variation movement although in\r\nsome of period the movement is tend to constant, meanwhile the volatility is kinda\r\nlow and had a constant movement is happening on return tether. Forecasting the\r\nnext 7 days ahead on bitcoin return had increasing value in average around 0,086%,\r\nmeanwhile on etherum return and tether return the value is tend to decreasing\r\naround 0,66% and 0,0028%.\r\n\r\nKey words: Multivariate Time Series, Volatility, Forecasting, Vector Autoregressive\r\n...................(VAR), DCC-GARCH, Cryptocurrency.\r\nMetode Dynamic Conditional Correlation Generalized Autoregressive Conditional\r\nHeteroscedasticity (DCC-GARCH) merupakan salah satu metode deret waktu\r\nmultivariat yang dapat diterapkan apabila residual yang dihasilkan oleh suatu model\r\nmasih mengandung heteroskedastisitas. Penelitian ini bertujuan untuk melakukan\r\nanalisis volatilitas dan peramalan pada return mata uang digital (cryptocurrency) di\r\n\r\ndunia yaitu bitcoin, etherum, dan tether. Sebelum diterapkannya metode DCC-\r\nGARCH, akan diterapkan terlebih dahulu metode Vector Autoregressive (VAR)\r\n\r\nuntuk mendapatkan nilai residual yang akan digunakan dalam model DCC-\r\nGARCH. Berdasarkan nilai AIC, HQC, SBC, dan FPE terkecil, model VAR\r\n\r\nterbaiknya adalah model VAR(3). Model terbaik dalam penelitian ini yaitu model\r\nVAR(3) – DCC GARCH (1,1). Tingkat volatilitas yang tinggi dan pergerakannya\r\nbervariasi terdapat pada return bitcoin, volatilitas return etherum juga\r\npergerakannya cukup bervariasi walaupun pada beberapa periode terdapat\r\npergerakan yang cenderung konstan, sedangkan tingkat volatilitas yang rendah dan\r\npergerakannya cenderung konstan yaitu return tether. Peramalan nilai 7 hari\r\nkedepan pada return bitcoin mengalami kenaikan rata-rata sebesar 0,086%,\r\nsedangkan pada return etherum dan return tether nilainya turun sekitar 0,66% dan\r\n0,0028%.\r\n\r\nKata kunci: Deret Waktu Multivariat, Volatilitas, Peramalan, Vector Autoregressive\r\n..\r\n.(VAR), DCC-GARCH, Cryptocurrency"^^ . "2024-04-17" . . . . . "MATEMATIKA DAN ILMU PENGETAHUAN ALAM "^^ . . . . . . . " Hanafi\t"^^ . "Ahmad"^^ . " Hanafi\t Ahmad"^^ . . . . . . "ANALISIS VOLATILITAS DAN PERAMALAN RETURN MATA UANG\r\nDIGITAL (CRYPTOCURRENCY) DI DUNIA DENGAN METODE\r\nDYNAMIC CONDITIONAL CORRELATION GENERALIZED\r\nAUTOREGRESSIVE CONDITIONAL HETEROSCEDASTICITY\r\n\r\n(DCC-GARCH) (File PDF)"^^ . . . "1. ABSTRAK - ahmad.hanafi2001 ahmad.hanafi2001 (1).pdf"^^ . . . "ANALISIS VOLATILITAS DAN PERAMALAN RETURN MATA UANG\r\nDIGITAL (CRYPTOCURRENCY) DI DUNIA DENGAN METODE\r\nDYNAMIC CONDITIONAL CORRELATION GENERALIZED\r\nAUTOREGRESSIVE CONDITIONAL HETEROSCEDASTICITY\r\n\r\n(DCC-GARCH) (File PDF)"^^ . . . "ANALISIS VOLATILITAS DAN PERAMALAN RETURN MATA UANG\r\nDIGITAL (CRYPTOCURRENCY) DI DUNIA DENGAN METODE\r\nDYNAMIC CONDITIONAL CORRELATION GENERALIZED\r\nAUTOREGRESSIVE CONDITIONAL HETEROSCEDASTICITY\r\n\r\n(DCC-GARCH) (File PDF)"^^ . . . "3. SKRIPSI TANPA BAB PEMBAHASAN - ahmad.hanafi2001 ahmad.hanafi2001 (1).pdf"^^ . . . "ANALISIS VOLATILITAS DAN PERAMALAN RETURN MATA UANG\r\nDIGITAL (CRYPTOCURRENCY) DI DUNIA DENGAN METODE\r\nDYNAMIC CONDITIONAL CORRELATION GENERALIZED\r\nAUTOREGRESSIVE CONDITIONAL HETEROSCEDASTICITY\r\n\r\n(DCC-GARCH) (Other)"^^ . . . . . . "lightbox.jpg"^^ . . . "ANALISIS VOLATILITAS DAN PERAMALAN RETURN MATA UANG\r\nDIGITAL (CRYPTOCURRENCY) DI DUNIA DENGAN METODE\r\nDYNAMIC CONDITIONAL CORRELATION GENERALIZED\r\nAUTOREGRESSIVE CONDITIONAL HETEROSCEDASTICITY\r\n\r\n(DCC-GARCH) (Other)"^^ . . . . . . "preview.jpg"^^ . . . "ANALISIS VOLATILITAS DAN PERAMALAN RETURN MATA UANG\r\nDIGITAL (CRYPTOCURRENCY) DI DUNIA DENGAN METODE\r\nDYNAMIC CONDITIONAL CORRELATION GENERALIZED\r\nAUTOREGRESSIVE CONDITIONAL HETEROSCEDASTICITY\r\n\r\n(DCC-GARCH) (Other)"^^ . . . . . . "medium.jpg"^^ . . . "ANALISIS VOLATILITAS DAN PERAMALAN RETURN MATA UANG\r\nDIGITAL (CRYPTOCURRENCY) DI DUNIA DENGAN METODE\r\nDYNAMIC CONDITIONAL CORRELATION GENERALIZED\r\nAUTOREGRESSIVE CONDITIONAL HETEROSCEDASTICITY\r\n\r\n(DCC-GARCH) (Other)"^^ . . . . . . "small.jpg"^^ . . . "ANALISIS VOLATILITAS DAN PERAMALAN RETURN MATA UANG\r\nDIGITAL (CRYPTOCURRENCY) DI DUNIA DENGAN METODE\r\nDYNAMIC CONDITIONAL CORRELATION GENERALIZED\r\nAUTOREGRESSIVE CONDITIONAL HETEROSCEDASTICITY\r\n\r\n(DCC-GARCH) (Other)"^^ . . . . . . "ANALISIS VOLATILITAS DAN PERAMALAN RETURN MATA UANG\r\nDIGITAL (CRYPTOCURRENCY) DI DUNIA DENGAN METODE\r\nDYNAMIC CONDITIONAL CORRELATION GENERALIZED\r\nAUTOREGRESSIVE CONDITIONAL HETEROSCEDASTICITY\r\n\r\n(DCC-GARCH) (Other)"^^ . . . . . . "ANALISIS VOLATILITAS DAN PERAMALAN RETURN MATA UANG\r\nDIGITAL (CRYPTOCURRENCY) DI DUNIA DENGAN METODE\r\nDYNAMIC CONDITIONAL CORRELATION GENERALIZED\r\nAUTOREGRESSIVE CONDITIONAL HETEROSCEDASTICITY\r\n\r\n(DCC-GARCH) (Other)"^^ . . . . . . "ANALISIS VOLATILITAS DAN PERAMALAN RETURN MATA UANG\r\nDIGITAL (CRYPTOCURRENCY) DI DUNIA DENGAN METODE\r\nDYNAMIC CONDITIONAL CORRELATION GENERALIZED\r\nAUTOREGRESSIVE CONDITIONAL HETEROSCEDASTICITY\r\n\r\n(DCC-GARCH) (Other)"^^ . . . . . . "ANALISIS VOLATILITAS DAN PERAMALAN RETURN MATA UANG\r\nDIGITAL (CRYPTOCURRENCY) DI DUNIA DENGAN METODE\r\nDYNAMIC CONDITIONAL CORRELATION GENERALIZED\r\nAUTOREGRESSIVE CONDITIONAL HETEROSCEDASTICITY\r\n\r\n(DCC-GARCH) (Other)"^^ . . . . . . "lightbox.jpg"^^ . . . "ANALISIS VOLATILITAS DAN PERAMALAN RETURN MATA UANG\r\nDIGITAL (CRYPTOCURRENCY) DI DUNIA DENGAN METODE\r\nDYNAMIC CONDITIONAL CORRELATION GENERALIZED\r\nAUTOREGRESSIVE CONDITIONAL HETEROSCEDASTICITY\r\n\r\n(DCC-GARCH) (Other)"^^ . . . . . . "preview.jpg"^^ . . . "ANALISIS VOLATILITAS DAN PERAMALAN RETURN MATA UANG\r\nDIGITAL (CRYPTOCURRENCY) DI DUNIA DENGAN METODE\r\nDYNAMIC CONDITIONAL CORRELATION GENERALIZED\r\nAUTOREGRESSIVE CONDITIONAL HETEROSCEDASTICITY\r\n\r\n(DCC-GARCH) (Other)"^^ . . . . . . "medium.jpg"^^ . . . "ANALISIS VOLATILITAS DAN PERAMALAN RETURN MATA UANG\r\nDIGITAL (CRYPTOCURRENCY) DI DUNIA DENGAN METODE\r\nDYNAMIC CONDITIONAL CORRELATION GENERALIZED\r\nAUTOREGRESSIVE CONDITIONAL HETEROSCEDASTICITY\r\n\r\n(DCC-GARCH) (Other)"^^ . . . . . . "small.jpg"^^ . . . "ANALISIS VOLATILITAS DAN PERAMALAN RETURN MATA UANG\r\nDIGITAL (CRYPTOCURRENCY) DI DUNIA DENGAN METODE\r\nDYNAMIC CONDITIONAL CORRELATION GENERALIZED\r\nAUTOREGRESSIVE CONDITIONAL HETEROSCEDASTICITY\r\n\r\n(DCC-GARCH) (Other)"^^ . . . . . . "indexcodes.txt"^^ . . . "ANALISIS VOLATILITAS DAN PERAMALAN RETURN MATA UANG\r\nDIGITAL (CRYPTOCURRENCY) DI DUNIA DENGAN METODE\r\nDYNAMIC CONDITIONAL CORRELATION GENERALIZED\r\nAUTOREGRESSIVE CONDITIONAL HETEROSCEDASTICITY\r\n\r\n(DCC-GARCH) (Other)"^^ . . . . . . "ANALISIS VOLATILITAS DAN PERAMALAN RETURN MATA UANG\r\nDIGITAL (CRYPTOCURRENCY) DI DUNIA DENGAN METODE\r\nDYNAMIC CONDITIONAL CORRELATION GENERALIZED\r\nAUTOREGRESSIVE CONDITIONAL HETEROSCEDASTICITY\r\n\r\n(DCC-GARCH) (Other)"^^ . . . . . . "indexcodes.txt"^^ . . "HTML Summary of #85306 \n\nANALISIS VOLATILITAS DAN PERAMALAN RETURN MATA UANG \nDIGITAL (CRYPTOCURRENCY) DI DUNIA DENGAN METODE \nDYNAMIC CONDITIONAL CORRELATION GENERALIZED \nAUTOREGRESSIVE CONDITIONAL HETEROSCEDASTICITY \n \n(DCC-GARCH)\n\n" . "text/html" . . . "500 ilmu pengetahuan alam dan matematika" . . . "510 Matematika" . .