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...
| Main Author: | |
|---|---|
| Format: | Article |
| Language: | English |
| Published: |
Bina Nusantara University
2015-09-01
|
| Series: | Journal the Winners |
| Subjects: | |
| Online Access: | https://journal.binus.ac.id/index.php/winners/article/view/1560 |