Open AccessPenerapan Model ARCH/GARCH untuk Memprediksi Harga Saham Perusahaan Tokai Carbon
Author(s) -
Muhammad Irfan Rizki,
Teguh Ammar Taqiyyuddin,
Puspa Faydian Rahmah,
Amsal Esa Hasana
Publication year - 2021
Publication title -
jurnal sains matematika dan statistika
Language(s) - Uncategorized
Resource type - Journals
eISSN - 2615-8663
pISSN - 2460-4542
DOI - 10.24014/jsms.v7i2.13138
Subject(s) - autoregressive conditional heteroskedasticity , econometrics , economics , volatility (finance)