Open AccessPemodelan Harga Saham Menggunakan Arma-Garch
Author(s) -
Dwi Sulistiowati,
Maya Sari Syahrul,
Iswan Rina
Publication year - 2022
Publication title -
jurnal penelitian dan pengkajian ilmiah eksakta
Language(s) - Uncategorized
Resource type - Journals
ISSN - 2809-9532
DOI - 10.47233/jppie.v1i2.532
Subject(s) - heteroscedasticity , akaike information criterion , autoregressive conditional heteroskedasticity , econometrics , autoregressive model , mathematics , autoregressive–moving average model , statistics , arch , volatility (finance) , engineering , civil engineering