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Sainstek : Jurnal Sains dan Teknologi
Published by Institut Agama Islam Negeri Batusangkar
ISSN : 20858019     EISSN : 2580278X     DOI : http://dx.doi.org/10.31958/js
Core Subject : Science, Education,
Computer Science & IT Other
Arjuna Subject : Umum - Umum
Articles 11 Documents
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Search results for , issue "Vol 4, No 1 (2012)" : 11 Documents clear
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

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