WAVELET COHERENCE APPLICATION FOR COMOVEMENT ANALYSIS DURING COVID-19 PANDEMIC BETWEEN WORLD GOLD PRICE WITH 5 STOCK PRICES ON IDX
Econophysics is a field of physics concept application on various economic phenomena and continuously evolving until now can be used in financial asset price movements analysis. Dynamic stock price movements are important to investigate their dependence and vulnerability on other fluctuation assets...
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| Format: | Final Project |
| Language: | Indonesia |
| Online Access: | https://digilib.itb.ac.id/gdl/view/65146 |
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| Institution: | Institut Teknologi Bandung |
| Language: | Indonesia |