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Modified Exponentially Weighted Moving Average Model to Estimate Stock Volatility in Indonesia Stock Exchange (Case Study: LQ45 Index).

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Academic year: 2017

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Gambar 2   Diagram alir pendugaan parameter � model EWMA.
Gambar 3   Harga penutupan indeks LQ45 periode 2004-2011.
Gambar 4   Histogram return LQ45 2010-2011.
Tabel 2   Perhitungan awal fungsi kemungkinan model GARCH
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