THE TREND AND DYNAMICS DISTRIBUTION OF THE JAKARTA STOCK EXCHANGE (JSX) COMPOSITE

Edi CAHYONO; Buyung SARİTA; Pasrun ADAM; Femy Puspita ARİSANTİ

Makale detayları

THE TREND AND DYNAMICS DISTRIBUTION OF THE JAKARTA STOCK EXCHANGE (JSX) COMPOSITE

Yazarlar:

Edi CAHYONO | Buyung SARİTA | Pasrun ADAM | Femy Puspita ARİSANTİ

Yayıncı:

Sosyal Bilimler Araştırmaları Derneği

Dergi:

International Journal of Economics and Finance Studies 2012 Vol.4 Issue 1, pp.77-85

Belge Tipi:

Makale

Yayın Tarihi:

5/2012

Belge Dili:

Türkçe

Document ID (Org No.):

2000811123

Sıklık:

İki Yıllık

eISSN:

1309-8055

Özet:

 

In this paper we discuss the dynamics of the Jakarta Stock Exchange (JSX)
 Composite. The dynamics indicates performance indicator of several industries in
 Indonesia. The data is presented as time series. To predict the dynamics from the
 data, however, is still difficult. In general, it is almost impossible to predict such
 dynamics for the case of high frequency data. Hence, we do not predict the
 dynamics. Rather, we seek the trend and the probability density function (pdf).
 For a ‘small’ period of time, the pdf is based on the assumption that the dynamics
 is normally distributed. Mathematically speaking, this is a time averaging of data,
 and in some cases the data is presented in the form of candle sticks. The trend will
 be approximated by a higher order polynomial function which is sought by
 applying a least square methods. On the other hand, the probability density
 function of the data within each candle stick is obtained by computing standard
 deviation of the data with respect to the trend in the candle stick.

Makale detayları

THE TREND AND DYNAMICS DISTRIBUTION OF THE JAKARTA STOCK EXCHANGE (JSX) COMPOSITE

Yazarlar: Edi CAHYONO | Buyung SARİTA | Pasrun ADAM | Femy Puspita ARİSANTİ

Yayıncı: Sosyal Bilimler Araştırmaları Derneği

Dergi: International Journal of Economics and Finance Studies 2012 Vol.4 Issue 1, pp.77-85

Belge Tipi: Makale

Yayın Tarihi: 5/2012

Belge Dili: Türkçe

Document ID (Org No.): 2000811123

Sıklık: İki Yıllık

eISSN: 1309-8055

Sayı

Yazarlar:

Edi CAHYONO | Buyung SARİTA | Pasrun ADAM | Femy Puspita ARİSANTİ

Yayıncı:

Sosyal Bilimler Araştırmaları Derneği

Dergi:

International Journal of Economics and Finance Studies 2012 Vol.4 Issue 1, pp.77-85

Belge Tipi:

Makale

Yayın Tarihi:

5/2012

Belge Dili:

Türkçe

Document ID (Org No.):

2000811123

Sıklık:

İki Yıllık

eISSN:

1309-8055