Permodelan indeks harga saham gabungan dan penentuan rank correlation dengan menggunakan copula
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Date
2014Author
Bramantya, Ika Syattwa
Budiarti, Retno
Purnaba, IGP
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Stock index is a composite value of many stock, where its data type is financial time series with fat tail distribution characteristics. Data with fat tail distribution doesn't normally distribute characteristic. Data with fat tail Rank correlation among stock indices which doesn't normally distribute.
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- UT - Mathematics [1368]