PREDIKSI VOLATILITAS PADA MODEL ASIMETRIS TGARCH (1,1)
Volatility is one of important aspects in financial. Volatility is used to see the magnitude of return changes. Good volatility model can be determined by the ability of the model to capture the empirical properties of return and volatility. Volatility is modelled to forecast return in the future...
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| Format: | Theses |
| Language: | Indonesia |
| Online Access: | https://digilib.itb.ac.id/gdl/view/37433 |
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| Institution: | Institut Teknologi Bandung |
| Language: | Indonesia |