Browsing by Publisher "Econjournals"
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Application of garch model to forecast data and volatility of share price of energy (Study on adaro energy Tbk, LQ45)
( Econjournals , 2018 , Article)Most of the times, Economic and Financial data not only become highly volatile but also show heterogeneous variances (heteroscedasticity). The common method of the Box Jenkins cannot be used for data modeling as the method ...