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Artikel Jurnal :: Back

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

oleh Bambang Hermanto, Minarnita Yanti Verawati Bakara ([Publisher not identified] , 2005)

 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 non linearity and chaos testing. We observe IHSG data from January 1988 until November 2003. We find nonlinearity, persistence and low dimensional chaos in IHSG

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Collection Type : Artikel Jurnal
Call Number : MUIN-XXXIV-11-Nov2005-3
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Publishing : [Place of publication not identified]: [Publisher not identified], 2005
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Magazine/Journal : Manajemen Usahawan Indonesia
Volume : XXXIV (11) November 2005: 3-15
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Holding Company : Universitas Indonesia
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Call Number Barcode Number Availability
MUIN-XXXIV-11-Nov2005-3 03-20-534068487 TERSEDIA
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No review available for this collection: 89716
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