Ditemukan 1 dokumen yang sesuai dengan query
Bambang Hermanto, author
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...
2005
MUIN-XXXIV-11-Nov2005-3
Artikel Jurnal Universitas Indonesia Library
