Browsing UT - Statistics and Data Sciences by Subject "vector autoregressive"
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A Study on Causality and Dependency Between Stock Return and Domestic Transaction using Granger Causality and Vector Autoregressive
(2022)The increasing public interest in the stock market in 2021 must be accompanied by an improvement in stock analysis education to avoid scam. Several common are technical and fundamental. An important but often overlooked ... -
Perbandingan model Nelson-siegel dan model nelson-siegel svensson dalam menduga kurva imbal hasil obligasi pemerintah Indonesia
(2014)Obligasi memiliki peranan penting dalam perkembangan pasar modal di Indonesia. Salah satu faktor yang menjadi pertimbangan utama investor sebelum berinvestasi obligasi adalah tingkat imbal hasil yang akan diperoleh investor. ...