Media Riset Bisnis & Manajemen
Vol. 7 No. 1 (2007): Media Riset Bisnis & Manajemen

PENGARUH SUKU BUNGA DEPOSITO, PDB DAN VOLUME PERDAGANGAN SAHAM TERHADAP IHSG DI INDONESIA ( Pengguna Model ARCH-GARCH, Kointegrasi dan ECM )

Bahtiar Usman (Fakultas Ekonomi dan Bisnis, Universitas Trisakti)

Article Info

Publish Date
31 Jan 2019

Abstract

The Study purpose is to choose the best model to predict changes in Indek Harga Saham Gabungan at Indonesia capital market.  The resarch use IHSG, Stock Trading Volume, Interest Rate and GDP data from 1992: 01-2005: 12.  The study find that Arch-Garch is the best model to predict changes in IHSG rather than ECM because this model fit to data which contains heterochasticity where prior error volatility occurred.  The results are, interest rate have negative effect to IHSG while Stock Trading Volume and GDP have a positive effect with R2  around 87.27%.

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Journal Info
Media Riset Bisnis & Manajemen
Website

Abbrev

mrbm

Publisher

Universitas Trisakti

Subject

Economics, Econometrics & Finance

Description

Media Riset Bisnis & Manajemen is a research media that is published based on OJS. MRBM is a research media owned by the Trisakti University Faculty of Economics and Business. MRBM was first published in 2001. In 2008 MRBM was once nationally accredited. The focus and scope of this research media ...