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205.941  Articles
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Tulisan ini membahas tentang perbandingan model ARCH (1) dan GARCH (1,1) dengan melihat perilaku kurtosis dan fungsi autokorelasi baik secara analitik maupun menggunakan simulasi. Metode yang digunakan adalah studi literatur. Hasil yang diperoleh menunjuk... see more

Con este trabajo se quiere presentar el soporte teórico de los modelos ARCH y GARCH propuestos por Eng82 y Boll86, desarrollando las demostraciones de media y varianza, condicional y no-condicional a partir de los supuestos hechos por Eng82 y finalmente s... see more

EnglishSince the last several years food prices have tendency to unstable condition. In this context, price stabilization policy would be ineffective if volatility of prices are not thoroughly taken into consideration. The aim of this reseach is to analyz... see more

This article aims to get model data stock Unilever Indonesia Tbk. use the model ARCH and GARCH as well as comparing forecasting accuracy of the result of the next five days ahead model ARCH and GARCH on the stock Unilever Indonesia Tbk. use MATLAB. The me... see more

Gold was the one of the long-term investment commodities that were considered as the safe heaven for investors. The gold price was strongly influenced by global socioeconomic that causing fluctuations in price changes. The Fluctuations of gold price would... see more

Agricultural sector plays an important role in Indonesia’s economy; especially for the plantation sub-sector contributing high revenues to Indonesia’sexporting sectors. The primary agricultural commodities in Indonesian export discussed in this study woul... see more

Macroeconomic variables often have an impact on stock price volatility and this is needed especially to determine stock price policies in the future. The approach used to see the extent of the volatility of macroeconomic variables on stock prices is the A... see more

This study aims to find out the volatility of the price of chicken eggs and compile a proper forecasting model for the price of chicken eggs in the Traditional and Modern market of Jambi City. The object of the study is the price of chicken eggs in the Tr... see more

EnglishChili includes a strategic commodity in Indonesia because of its high price volatility that makes it a major determinant of national inflation dynamics. The government always tries to improve its capability in implementing the chili price stabiliza... see more

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