<> "The repository administrator has not yet configured an RDF license."^^ . <> . . . "MODEL LOGISTIC SMOOTH TRANSITION AUTOREGRESSIVE (LSTAR)\r\nPADA ANALISIS RISIKO SAHAM DENGAN VALUE AT RISK (VaR)\r\n(Studi Kasus : Harga Saham Harian Bank Rakyat Indonesia (BBRI) Periode 12\r\nFebruari 2014 sampai 22 Agustus 2018)"^^ . "In this era of globalization, investment has been carried out by the\r\ncommunity. The type of investment that is in demand in the financial sector, for\r\nexample stocks. Stock data is data in the form of time series and has a nonlinear\r\ntendency. So that a nonlinear time series model is needed to model the stock\r\nreturn. Nonlinear time series can be modeled using Logistic Smoothing Transition\r\nAutoregressive (LSTAR). With the Value at Risk (VaR) approach, the greatest\r\npossible risk is known.\r\nIn this research discusses the LSTAR model with the VaR approach was\r\nimplemented at Bank Rakyat Indonesia's daily stock price for the period 12\r\nFebruary 2014 to 22 August 2018.\r\nThe results of this study to showing that LSTAR (1,1) is the best model.\r\nCalculation of VaR-LSTAR (1,1) is obtained that if it is assumed that the initial\r\ninvestment fund is Rp10,000,000.00, the return for the period of 1 day, 5 days and\r\nthe next 20 days in the amount of Rp3,796.00, Rp3,571.00 and Rp3,145.00. With\r\nthe biggest risk on 1 day, 5 days, and the next 20 days respectively are\r\nRp.129,732.00, Rp290,089.00, and Rp580,179.00.\r\nKeywords: AIC, LSTAR, Nonlinearitas Return, Risiko, STAR, Value at Risk\r\n(VaR)"^^ . "2019-02-15" . . . . "UIN Sunan Kalijaga"^^ . . . "Fakultas Sains dan Teknologi, UIN Sunan Kalijaga"^^ . . . . . . . . . "NIM. 14610026"^^ . "Annisa Dihan Yudantri"^^ . "NIM. 14610026 Annisa Dihan Yudantri"^^ . . . . . . "MODEL LOGISTIC SMOOTH TRANSITION AUTOREGRESSIVE (LSTAR)\r\nPADA ANALISIS RISIKO SAHAM DENGAN VALUE AT RISK (VaR)\r\n(Studi Kasus : Harga Saham Harian Bank Rakyat Indonesia (BBRI) Periode 12\r\nFebruari 2014 sampai 22 Agustus 2018) (Text)"^^ . . . . . "14610026_BAB I_BAB_TERAKHIR_DAFTAR_PUSTAKA.pdf"^^ . . . "MODEL LOGISTIC SMOOTH TRANSITION AUTOREGRESSIVE (LSTAR)\r\nPADA ANALISIS RISIKO SAHAM DENGAN VALUE AT RISK (VaR)\r\n(Studi Kasus : Harga Saham Harian Bank Rakyat Indonesia (BBRI) Periode 12\r\nFebruari 2014 sampai 22 Agustus 2018) (Text)"^^ . . . . . "MODEL LOGISTIC SMOOTH TRANSITION AUTOREGRESSIVE (LSTAR)\r\nPADA ANALISIS RISIKO SAHAM DENGAN VALUE AT RISK (VaR)\r\n(Studi Kasus : Harga Saham Harian Bank Rakyat Indonesia (BBRI) Periode 12\r\nFebruari 2014 sampai 22 Agustus 2018) (Other)"^^ . . . . . . "lightbox.jpg"^^ . . . "MODEL LOGISTIC SMOOTH TRANSITION AUTOREGRESSIVE (LSTAR)\r\nPADA ANALISIS RISIKO SAHAM DENGAN VALUE AT RISK (VaR)\r\n(Studi Kasus : Harga Saham Harian Bank Rakyat Indonesia (BBRI) Periode 12\r\nFebruari 2014 sampai 22 Agustus 2018) (Other)"^^ . . . . . . "preview.jpg"^^ . . . "MODEL LOGISTIC SMOOTH TRANSITION AUTOREGRESSIVE (LSTAR)\r\nPADA ANALISIS RISIKO SAHAM DENGAN VALUE AT RISK (VaR)\r\n(Studi Kasus : Harga Saham Harian Bank Rakyat Indonesia (BBRI) Periode 12\r\nFebruari 2014 sampai 22 Agustus 2018) (Other)"^^ . . . . . . "medium.jpg"^^ . . . "MODEL LOGISTIC SMOOTH TRANSITION AUTOREGRESSIVE (LSTAR)\r\nPADA ANALISIS RISIKO SAHAM DENGAN VALUE AT RISK (VaR)\r\n(Studi Kasus : Harga Saham Harian Bank Rakyat Indonesia (BBRI) Periode 12\r\nFebruari 2014 sampai 22 Agustus 2018) (Other)"^^ . . . . . . "small.jpg"^^ . . . "MODEL LOGISTIC SMOOTH TRANSITION AUTOREGRESSIVE (LSTAR)\r\nPADA ANALISIS RISIKO SAHAM DENGAN VALUE AT RISK (VaR)\r\n(Studi Kasus : Harga Saham Harian Bank Rakyat Indonesia (BBRI) Periode 12\r\nFebruari 2014 sampai 22 Agustus 2018) (Other)"^^ . . . . . . "MODEL LOGISTIC SMOOTH TRANSITION AUTOREGRESSIVE (LSTAR)\r\nPADA ANALISIS RISIKO SAHAM DENGAN VALUE AT RISK (VaR)\r\n(Studi Kasus : Harga Saham Harian Bank Rakyat Indonesia (BBRI) Periode 12\r\nFebruari 2014 sampai 22 Agustus 2018) (Other)"^^ . . . . . . "MODEL LOGISTIC SMOOTH TRANSITION AUTOREGRESSIVE (LSTAR)\r\nPADA ANALISIS RISIKO SAHAM DENGAN VALUE AT RISK (VaR)\r\n(Studi Kasus : Harga Saham Harian Bank Rakyat Indonesia (BBRI) Periode 12\r\nFebruari 2014 sampai 22 Agustus 2018) (Other)"^^ . . . . . . "MODEL LOGISTIC SMOOTH TRANSITION AUTOREGRESSIVE (LSTAR)\r\nPADA ANALISIS RISIKO SAHAM DENGAN VALUE AT RISK (VaR)\r\n(Studi Kasus : Harga Saham Harian Bank Rakyat Indonesia (BBRI) Periode 12\r\nFebruari 2014 sampai 22 Agustus 2018) (Other)"^^ . . . . . "HTML Summary of #34740 \n\nMODEL LOGISTIC SMOOTH TRANSITION AUTOREGRESSIVE (LSTAR) \nPADA ANALISIS RISIKO SAHAM DENGAN VALUE AT RISK (VaR) \n(Studi Kasus : Harga Saham Harian Bank Rakyat Indonesia (BBRI) Periode 12 \nFebruari 2014 sampai 22 Agustus 2018)\n\n" . "text/html" . . . "Matematika"@id . .