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Soemarso Slamet Rahardjo, author

Abstract This study observes the speculative element in the price determination and its mean reverting pattern. The existence of speculative element in the Indonesian stock market price determination was proven. Exponential Generalized Auto Regressive Conditional Heteroscedasticity (EGARCH) method indicates the non-stationary process of the residuals. There are systematic as well as...

2015

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Artikel Jurnal  Universitas Indonesia Library

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