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COMPARISON STUDY BETWEEN GARCH AND STANDARD DEVIATION
Jesrin
(
President University
,
2019
)
PERFORMANCE MEASUREMENT OF SHARIA MUTUAL FUNDS USING GARCH MODEL IMPLEMENTATION IN SHARPE RATIO AND VALUATION COMPARISON
Untung, Arton Nugroho
(
President University
,
2019
)
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Author
Jesrin (1)
Untung, Arton Nugroho (1)
Subject
AR(1)-GARCH(1,1) (2)
Forecasting (2)
Nonstationary (2)
Stationary (2)
Volatility (2)
Sharpe Ratio (1)
The New Model (1)
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2019 (2)
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