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Artikel Jurnal :: Back

Chaos sebuah studi empiris dari BEJ : pengamatan pada indeks portfolio pasar.

([Publisher not identified] , [Date of publication not identified] )

 Abstract

We try to detect chaos structure on the capital market by searching for low dimensional chaos at the market portfolio index: IHSG.We apply BDS statistic, R/S analysis,correlation dimension and lyapunov exponent for nonlinearty and chaos testing.We observe IHSG data from January 1988 until November 2003.We find nonlinearty,persistence and low dimensional chaos in IHSG data.

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Magazine/Journal : Manajemen Usahawan, Vol. 34, No. 11Nov. 2005; Hal.: 3-15
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TERSEDIA
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No review available for this collection: 88655
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