Chaos, sebuah studi empiris dari BEJ: pengamatan pada indeks portfolio pasar
oleh Bambang Hermanto, Minarnita Yanti Verawati Bakara ([Publisher not identified]
, 2005)
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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 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 |
| No. Panggil : | MUIN-XXXIV-11-Nov2005-3 |
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| Penerbitan : | [Place of publication not identified]: [Publisher not identified], 2005 |
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| Majalah/Jurnal : | Manajemen Usahawan Indonesia |
| Volume : | XXXIV (11) November 2005: 3-15 |
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| Institusi Pemilik : | Universitas Indonesia |
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| No. Panggil | No. Barkod | Ketersediaan |
|---|---|---|
| MUIN-XXXIV-11-Nov2005-3 | 03-20-534068487 | TERSEDIA |
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| Tidak ada ulasan pada koleksi ini: 89716 |
