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All Journal Operations Research: International Conference Series International Journal of Linguistics, Communication, and Broadcasting
Abdul Halim, Nurfadhlina
Unknown Affiliation
Computer Science & IT Decision Sciences, Operations Research & Management Economics, Econometrics & Finance Engineering Languange, Linguistic, Communication & Media Mathematics Social Sciences

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Estimation of the Value-at-Risk (VaR) Using the TARCH Model by Considering the Effects of Long Memory in Stock Investments Abdul Halim, Nurfadhlina; Supriatna, Agus; Prasetyo, Adhy
Operations Research: International Conference Series Vol. 1 No. 1 (2020): Operations Research International Conference Series (ORICS), March 2020
Publisher : Indonesian Operations Research Association (IORA)

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.47194/orics.v1i1.22

Abstract

Value at Risk (VaR) is one of the standard methods that can be used in measuring risk in stock investments. VaR is defined as the maximum possible loss for a particular position or portfolio in the known confidence level of a specific time horizon. The main topic discussed in this thesis is to estimate VaR using the TARCH (Threshold Autoregressive Conditional Heteroscedasticity) model in a time series by considering the effect of long memory. The TARCH model is applied to the daily log return data of a company's stock in Indonesia to estimate the amount of quantile that will be used in calculating VaR. Based on the analysis, it was found that with a significance level of 95% and assuming an investment of 200,000,000 IDR, the VaR using the TARCH model approach was 5,110,200 IDR per day.
The Influence of Media Conglomerates in the Context of Migration from Analog to Digital Broadcasting: Analysis from a Media Political Economy Perspective and Its Impact on Society Prabowo, Agung; Cahyandari, Rini; Abdul Halim, Nurfadhlina
International Journal of Linguistics, Communication, and Broadcasting Vol. 2 No. 1 (2024): International Journal of Linguistics, Communication, and Broadcasting
Publisher : Communication In Research And Publications

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.46336/ijlcb.v2i1.87

Abstract

This research discusses the role of media conglomerates in the context of migration policies from analog to digital broadcasts. Media conglomerates often have great influence in the media industry, and migration policies such as these can affect the way information is delivered and accessed by the public. This research analyzes the tendency of media conglomerates to report information that suits their interests, their impact on society, and how they respond to digital migration policies. The political economy of communication theory, especially the concepts of commodification, spatialization, and structuration, is used to explain these dynamics. Some media conglomerates reject the migration policy, considering it a threat to their dominance in the media industry. However, migration policies also open up opportunities for new entrants in the broadcasting industry. In conclusion, it is important to understand how the dynamics of the political economy of the media influence media policies that affect society.
Co-Authors Agung Prabowo Prasetyo, Adhy Rini Cahyandari Supriatna, Agus