Ditemukan 99 dokumen yang sesuai dengan query
Tsay, Ruey S., 1951-
Hoboken, N.J.: Wiley, 2010
332 TSA a
Buku Teks Universitas Indonesia Library
Otnes, Robert K.
New York: John Wiley & Sons, 1978
519.232 OTN a
Buku Teks SO Universitas Indonesia Library
Fuller, Wayne A.
New York: John Wiley & Sons, 1976
519.5 FUL i
Buku Teks SO Universitas Indonesia Library
I Gusti Ngurah Agung
New Jersey: John Wiley & Sons, 2009
519.55 IGU t
Buku Teks SO Universitas Indonesia Library
Wei, William W.S.
New York: Addison-Wesley, 1990
519.55 WEI t
Buku Teks SO Universitas Indonesia Library
Wei, William W.S.
New York: Addison-Wesley, 1990
519.55 WEI t
Buku Teks SO Universitas Indonesia Library
Muhamad Raksitrianawan
"
ABSTRAK
Kecepatan reaksi harga saham terhadap suatu peristiwa menggambarkan tingkat efisiensi suatu pasar. Semakin efisien suatu pasar. maka semakin cepat pula informasi tersebut terefleksi dalam harga saham. Dalam konsep Efficient Market Hypothesis, suatu pasar dikatakan efisien jika harga saham secara cepat menggambarkan sepenuhnya seluruh informasi baru dan relevan yang tersedia (Fama, 1991 ).
Pada karya akhir ini akan dilakukan penelitian mengenai event study atas pengumuman dividen tunai untuk mengetahui respons pasar atau kecepatan pasar menangkap informasi tersebut ...
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2003
T-Pdf
UI - Tesis Membership Universitas Indonesia Library
Fakultas Ilmu Sosial dan Ilmu Politik Universitas Indonesia, 2005
S10651
UI - Skripsi Membership Universitas Indonesia Library
Brillinger, David Ross
"
Intended for students and researchers, this text employs basic techniques of univariate and multivariate statistics for the analysis of time series and signals. It provides a broad collection of theorems, placing the techniques on firm theoretical ground. The techniques, which are illustrated by data analyses, are discussed in both a heuristic and a formal manner, making the book useful for both the applied and the theoretical worker. An extensive set of original exercises is included ...
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Philadelphia: Society for Industrial and Applied Mathematics, 2001
e20448163
eBooks Universitas Indonesia Library
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This volume explores dynamic factor model specification, asymptotic and finite-sample behavior of parameter estimators, identification, frequentist and Bayesian estimation of the corresponding state space models, and applications ...
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United Kingdom: Emerald, 2016
e20469269
eBooks Universitas Indonesia Library
