CHARACTERISTICS ANALYSIS ON GLOBAL STOCK MARKETS DURING FINANCIAL CRISIS 2008 BY USING RMT-LOUVAIN/LPAM+/COMBO-WAVELET COHERENCE

• المؤلف الرئيسي: IQBAL ARRAFI'I (NIM : 10214081), MUHAMMAD
• التنسيق: Final Project
• اللغة: Indonesia
• الموضوعات: Fisika
• الوصول للمادة أونلاين: https://digilib.itb.ac.id/gdl/view/29255

Study on stock market closing day prices was done for DAX, FTSE, HSI, Nikkei225, S&P500 and SSE Composite during June 2006-June 2011 which has a purpose to know about stock market characteristics during global financial crisis 2008. Four main steps of this study are data segmentation, data filte...