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All Journal Jurnal Ilmiah Poli Rekayasa Jurnal Gantang Sainstek : Jurnal Sains dan Teknologi Lattice Journal : Journal of Mathematics Education and Applied Indonesian Research Journal on Education Jurnal Tatsqif
Elfa Rafulta
STKIP YDB Lubuk Alung
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Journal : Sainstek : Jurnal Sains dan Teknologi

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PENGKLUSTERAN DATA TIME SERIES KEUANGAN DENGAN MODEL GARCH (1,1) PADA PASAR SAHAM INTERNASIONAL Rafulta, Elfa
Sainstek : Jurnal Sains dan Teknologi Vol 4, No 1 (2012)
Publisher : IAIN Batusangkar

Show Abstract | Download Original | Original Source | Check in Google Scholar | Full PDF (377.474 KB) | DOI: 10.31958/js.v4i1.61

Abstract

paper introduced a method clustering for financial data. By using the model Heteroskidastity Generalized autoregressive conditional (GARCH), will be estimated distance between the stock market using GARCH-based distance. The purpose of this method is mengkluster international stock markets with different amounts of data. Keywords: GARCH, Cluster Analisis, Intenational Stock Markets
Co-Authors Adri Nofrianto, Adri Albert D.C. Gulo Devianto, Dodi Fredinan Yulianda Hery Widijanto Jumrawarsi, Jumrawarsi Maiyastri R. Sapto Hendri Boedi Soesatyo Roza, Novia Siska, Maria Para Yanuar, Ferra