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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Bibliographic Details
Main Author: Sozawato, Abdiel
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
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