mixed material bibliography Jakarta Penerbit PPM 2002

v, 52 p. : tabs., refs., ; 24 cm This book explores the market returns as the dependent variable against several independent variables. The change in market structure is indicated by the change of the way the dependent variables. The study across time requires the implementation of the dynamic model. The study employs EGARCH (Exponential General Aoutoregressive Conditional Heteroskedasticity) to capture the effect of dynamic error to the return behaviour. (text from the author) EBB 310 5535 9794421847 Perpustakaan - Sekolah Tinggi Manajemen PPM Pusat Informasi Manajemen EBB 310 5535 Djo 48591 2018-09-21 00:00:00 2018-09-21 00:00:00 machine generated