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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Bibliographic Details
Main Author: Kharisya Ayu Effendi
Format: Article
Published: Bina Nusantara University 2015-09-01
Series:Journal the Winners
Online Access:

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