PREDICTABILITY TEST OF COMMODITY FUTURES PRICE INFORMATION ON INDONESIAN COMPOSITE STOCK PRICE INDEX VOLATILITY PERIOD 2007 – 2023

Indonesia is one of the nations that relies on commodities as the main driver of the economy. Commodities in Indonesia also have a role in the movement of composite stock price in Indonesia (IHSG). Therefore, we conducted research to find out which commodity price information can predict realized vo...

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Bibliographic Details
Main Author: Irfan Zidni, Muhammad
Format: Final Project
Language:Indonesia
Online Access:https://digilib.itb.ac.id/gdl/view/76216
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Institution: Institut Teknologi Bandung
Language: Indonesia