ANALYSIS OF VOLATILITY, ASYMMETRY EFFECT AND LONG-TERM MEMORY ON FOREIGN EXCHANGE RATE USING THE GARCH ASYMMETRY MODEL

Investment is one of the fields of passive income generation that is profitable. Investments can make someone rich, can also make an emergency fund, and retirement funds in old age. Two important factors influence an investment, namely returns and risks. One type of investment that can be used is an...

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Bibliographic Details
Main Author: Nurrizky Budi Novindra, Farhan
Format: Final Project
Language:Indonesia
Online Access:https://digilib.itb.ac.id/gdl/view/49117
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Institution: Institut Teknologi Bandung
Language: Indonesia