Price Volatility
ANALISIS VOLATILITAS HARGA, TRANSMISI HARGA, DAN VOLATILITY SPILLOVER PADA PASAR DUNIA CRUDE PALM OIL (CPO) DENGAN PASAR MINYAK GORENG DI INDONESIA (ANALYSIS PRICE VOLATILITY, PRICE TRANSMISSION AND VOLATILITY SPILLOVER ON WORLD CRUDE PALM OIL (CPO) MARKE
... unpredictable price so it can cause the tendency of price ...of price transmission and spillover ...the price volatility on each market, price transmission between those two ...
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ANALISIS VOLATILITAS HARGA, VOLATILITAS SPILLOVER, DAN TREND HARGA PADA KOMODITAS BAWANG PUTIH (Allium sativum L.) DI JAWA TIMUR (ANALYSIS OF PRICE VOLATILITY, VOLATILITY SPILLOVER, AND PRICE TREND OF GARLIC COMMODITY (Allium sativum L.) IN EAST JAVA)
... high volatility dimana meningkatnya impor bawang putih tersebut, menyebabkan fluktuasi harga produsen (petani) bawang putih tidak sepenuhnya lagi dipengaruhi oleh jumlah penawaran dan ...
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ANALISIS VOLATILITAS HARGA SAYURAN DI JAWA TIMUR ANALYSIS OF VEGETABLES PRICE VOLATILITY IN EAST JAVA
... vegetable price movements in international markets that can not be predicted indirectly caused the price fluctuations of local vegetables also can be unpredictable so risk and uncertainty faced by farmers ...
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IMPACT OF OIL PRICE SHOCKS AND EXCHANGE RATE VOLATILITY ON STOCK MARKET BEHAVIOR IN NIGERIA
... stock price volatility as it relates with both the exchange rate volatility and the oil price volatility using monthly data from the Nigerian economy for the period of 1985 – 2014 ...
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The Predictability of GARCH-Type Models on the Returns Volatility of Primary Indonesian Exported Agricultural Commodities
... commodities price volatility ...the price volatility of agricultural ...of price volatility in futures prices and spot prices of some ...had price volatility ...
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PENGARUH EARNING VOLATILITY, DIVIDEND YIELD, Pengaruh Earning Volatility, Dividend Yield, Growth In Asset Dan Size Terhadap Volatilitas Harga Saham Pada Perusahaan Manufaktur Tahun 2011-2013.
... Dividend yield merupakan dividend yang dibayarkan dibagi dengan harga saham saat ini (Jones dalam Fajrihan 2010:50). Berdasarkan hasil penelitian dapat diketahui bahwa Ho di tolak dan Ha diterima karena t hitung > t ...
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Silvia Sari Busnitaa , Rina Oktaviani
... food price fluctuations particularly on the grain price, both international and domestic ...rice price fluctuation (volatili ty) and to investigate how far climate change affects the Indonesian paddy ...
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this PDF file GARCHType Models on the Volatility of Indonesian Cocoa’s Spot Price Returns | Hatane | Jurnal Manajemen dan Kewirausahaan 1 PB
... prices volatility using GARCH ...international price volatility of Indian of spices ...high volatility clustering in cardamom, ginger and ...spot price volatility or not. The ...
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Directory UMM :Data Elmu:jurnal:J-a:Journal of Empirical Finance (New):Vol7.Issue5.2000:
... of price volatility and aggregate trading volume have the correct sign and almost all parameters are ...of price volatility on DTB’s market share and vice ...
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Analisis Volatilitas Harga Beras di Indonesia: Efek Stok dan Perubahan Kebijakan.
... where volatility study can be used to explain the impact of policy change to price ...current volatility of Romanian sugar market has its origins in the transformations that had a major effect on the ...
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DAFTAR PUSTAKA Hubungan Kebijakan Dividen (Dividend Yield Dan Dividend Payout Ratio) Terhadap Volatilitas Harga Saham Pada Perusahaan Manufaktur Yang Terdaftar Di Bursa Efek Indonesia.
... Earning Volatility, Long Term Debt, Dividend Yield, Growth in Assets, dan Size terhadap Price Volatility (Studi Kasus Pada Perusahaan Manufaktur Yang Terdaftar Di Bursa Efek Indonesia Periode ...
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Directory UMM :Data Elmu:jurnal:E:Economics Letters:Vol71.Issue1.Apr2001:
... a price limit, the volatility of that security is lower on subsequent days ...that price limits may have played a role in mitigating volatility, Lehmann (1989) and Miller (1989) correctly ...
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VOLATILITY, PRICE TRANSMISSION AND VOLATILITY SPILLOVER ANALYSIS OF TOMATO IN MALANG AND KEDIRI REGENCIES
... a price volatility. The indefinite and erratic price, in addition, opens a possibility for sellers to manipulate a couple of information related to the price so that consumers will not be ...
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CHAPTER 2 Forecasting Stock Price Index Using Artificial Neural Networks in the Indonesian Stock Exchange.
... ANN approach learning has demonstrated their capability in financial modelling and prediction as the network is presented with training examples, similar to the way we learn from experience. In this paper, a ...
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VOLATILITY SPILLOVER PADA PASAR SAHAM INDONESIA, CINA, DAN INDIA
... Beberapa penelitian terdahulu telah pernah dilakukan yang menunjukkan adanya gejala volatility spillover ini. Eun dan Shim (1989) menganalisa imbal hasil harian pada pasar saham di Australia, Hong Kong, Jepang, ...
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Manajemen | Fakultas Ekonomi Universitas Maritim Raja Ali Haji 073500106000000071
... daily volatility (see, ...of volatility models (see Andersen and Bollerslev 1998; Hansen, Lunde, and Nason 2003; Hansen and Lunde 2005a, 2006; Patton ...
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DAMPAK ASIMETRIS DARI SPILLOVER VOLATILI
... Globalisasi keuangan melalui integtrasi yang dilakukan sebenarnya memiliki manfaat yang besar. Integtrasi yang dilakukan dapat memperkuat kapasitas intermediasi keuangan juga memperkuat manajemen resiko. Akan tetapi, ...
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CONCLUSION INFORMATION TRANSMISSION BETWEEN ISLAMIC STOCK INDEX IN JAKARTA ISLAMIC INDEX (JII) AND DOW JONES ISLAMIC MARKET WORLD INDEX (DJIMID).
... International Price Relationships and Interdependencies Between the Stok Index and Stock Index Futures of Three EU Countries: A Multivariate Analysis", Journal of Business and Accounting, ...
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ANALISIS VOLATILITAS, TRANSMISI HARGA DAN VOLATILITAS SPILLOVER BAWANG MERAH (Allium ascolanium L) DI JAWA TIMUR VOLATILITY, PRICE TRANSMISSION, SPILLOVER VOLATILITY ANALYSIS OF ONION (Allium ascolanium L) IN EAST JAVA
... Sementara, harga bawang merah di tingkat konsumen mempunyai volatilitas yang rendah ditunjukkan dengan nilai dari penjumlahan ARCH (keragaman data) dengan GARCH (keragaman residual sebelumnya) yaitu 0.820784. Hal ini ...
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