Analyzes The Comovement of World Oil Prices And 5 Indonesian Stocks in LQ45 Index Through Wavelet Coherence Method
Complex system is a field of science studying how parts of a system give rise to the collective behaviors of the system, and how the system interacts with its environment. The financial market is an example of a complex system in economics and finance. Interaction of ag...
Saved in:
Main Author: | Amalia (NIM. 10213095), Qoniti |
---|---|
Format: | Final Project |
Language: | Indonesia |
Online Access: | https://digilib.itb.ac.id/gdl/view/23749 |
Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
Institution: | Institut Teknologi Bandung |
Language: | Indonesia |
Similar Items
-
COMOVEMENT AND VOLATILITY ANALYSIS USING THE WAVELET COHERENCE METHOD (CASE STUDY OF WORLD OIL, GOLD, AND RUPIAH EXCHANGE RATE PRICES FOR LQ45 STOCK PRICE INDEX)
by: Ahsanah, Adilah -
COMOVEMENT AND VOLATILITY ANALYSIS USING THE WAVELET COHERENCE METHOD (CASE STUDY OF WORLD OIL, GOLD, AND RUPIAH EXCHANGE RATE PRICES FOR LQ45 STOCK PRICE INDEX)
by: Ahsanah, Adilah -
WAVELET COHERENCE APPLICATION FOR COMOVEMENT ANALYSIS DURING COVID-19 PANDEMIC BETWEEN WORLD GOLD PRICE WITH 5 STOCK PRICES ON IDX
by: Sozawato, Abdiel -
COMOVEMENT ANALYSIS AND VOLATILITY OF ENERGY COMMODITY PRICE USING WAVELET COHERENCE
by: Mengtan Kwandou, Elen -
COMOVEMENT ANALYSIS OF GLOBAL CRUDE OIL PRICES AGAINST STOCK PRICES OF CERTAIN OIL AND GAS COMPANIES USING WAVELET COHERENCE
by: Zakiy Muyamman, Ahmad