Determining the Best Arch/Garch Model and Comparing JKSE with Stock Index in Developed Countries
The slow movement of Indonesia economic growth in 2014 due to several factors, in internal factors; due to the high interest rates in Indonesia and external factors from the US which will raise the fed rate this year. However, JKSE shows a sharp increase trend from the beginning of 2014 until the se...
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Format: | Article |
Language: | English |
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Bina Nusantara University
2015-09-01
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Series: | Journal the Winners |
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Online Access: | https://journal.binus.ac.id/index.php/winners/article/view/1560 |