WAVELET COHERENCE METHOD FOR COMOVEMENT ANALYSIS OF SECTORAL STOCK PRICE INDICES AGAINST RUPIAH EXCHANGE RATE IN 2015 AND 2018 DOUBLE CRISIS EVENT
Stock investment activities carried out by investors can provide certain advantages and disadvantages, depending on stock market conditions at that time. Econophysics is a field that can provide alternative ways of analyzing the stock market so that investors do not experience significant losses in...
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| Format: | Final Project |
| Language: | Indonesia |
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| Online Access: | https://digilib.itb.ac.id/gdl/view/38151 |
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| Institution: | Institut Teknologi Bandung |
| Language: | Indonesia |