Article Per Year (5 Year)
p-Index From 2020 - 2025
0
P-Index
This Author published in this journals
All Journal INFOKAM
Andi Kartika
STIE STIKUBANK
Computer Science & IT Decision Sciences, Operations Research & Management Economics, Econometrics & Finance Social Sciences

Published : 1 Documents Claim Missing Document
Claim Missing Document
Check
Articles

Found 1 Documents
Search

 1 
VOLATILITAS HARGA SAHAM DI INDONESIA DAN MALAYSIA Andi Kartika
Jurnal Ilmiah Infokam Vol 4, No 2 (2008): INFOKAM Edisi 2 Tahun 4 2008 (Sept)
Publisher : AMIK Jakarta Teknologi Cipta Semarang

Show Abstract | Download Original | Original Source | Check in Google Scholar | Full PDF (7.732 KB) | DOI: 10.53845/infokam.v4i2.29

Abstract

Disintermediatior phenomena in financial market show that many people tend to invest in capital market more than in banking. That is happened, because of the return on stock is profitable than banking interest rate. But, there is a big risk in capital market. It is natural, financial market that high risk high return, low risk low return. So, if we do not want to loss, we must have ability to analyze stock performance, specially volatility of stock. This research use to ARCH/GARCH model to estimation of volatility. The research show that stock growth in 2007 2009 tend to decrease for all index (JSX and KLCI). JSX and KLCI just have ARCH effect, so the index influence volatility this time price index. The research show too that a value = 0,7 and sum of a and b almost one for all index (JSX and KLCI). That are means, the volatilit stocks are persistent or the volatility are high and persistent.Keywords : ARCH, GARCH, volatility and persistent
Co-Authors