Chaos sebuah studi empiris dari BEJ : pengamatan pada indeks portfolio pasar.
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| 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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| Majalah/Jurnal : | Manajemen Usahawan, Vol. 34, No. 11Nov. 2005; Hal.: 3-15 |
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