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Nachrowi Djalal Nachrowi, author

Prediksi IHSG dengan model garch dan model arima

This study search for proper models to forecast Jakarta Composite Index (JCI) and then compare their forecasts. The stock index from strong markets, like Dow Jane Industrial Average (DJIA) and NIKKEL as well as the index from regional markets, like SEI are expected to have strong influences on JCI. More...

2007

JEPI-7-2-Jan2007-73

Artikel Jurnal Universitas Indonesia Library