Permodelan indeks harga saham gabungan dan penentuan rank correlation dengan menggunakan copula

dc.contributor.advisor	Budiarti, Retno
dc.contributor.advisor	Purnaba, IGP
dc.contributor.author	Bramantya, Ika Syattwa
dc.date.accessioned	2014-12-23T03:11:48Z
dc.date.available	2014-12-23T03:11:48Z
dc.date.issued	2014
dc.identifier.uri	http://repository.ipb.ac.id/handle/123456789/72470
dc.description.abstract	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.	en
dc.language.iso	id
dc.subject.ddc	Mathematical Models	en
dc.title	Permodelan indeks harga saham gabungan dan penentuan rank correlation dengan menggunakan copula	en
dc.subject.keyword	Bogor Agricultural University (IPB)	en
dc.subject.keyword	Stock index	en
dc.subject.keyword	Rank correlation	en