<> "The repository administrator has not yet configured an RDF license."^^ . <> . . . "ASYMMETRIES MODEL OF VOLATILITY RETURN INDONESIAN SHARIA STOCK INDEX WITH EXPONENTIAL GENERALIZED AUTOREGRESSIVE CONDITIONAL HETEROSCEDASTICITY"^^ . "Stocks are securities which a sign of ownership a person or entity to an enterprise. Since the establishment of IDX in 1977, stock traded based conventional, but in 2000 a new index based on sharia, Jakarta Islamic Index (JII) consists of 30 issuers listed on IDX. In 2011 launched another sharia index, namely the Indonesian Sharia Stock Index (ISSI), which consists of 322 of the 501 issuers listed on IDX. ISSI is a row of random variables in the form of time series data. Financial data such as ISSI have two important properties of time series data, namely heteroscedasticity and volatility. Heteroscedasticity is the error variance changes happen all the time. Volatility is a measure for variation of stock price over time. A good model for data with heteroscedasticity and volatility is GARCH (Bollerslev,1986). Volatility is influenced by many things, therefore stock is often called investment with leverage effect. This is the model that cause the stock price is not symmetrical. According to Chen (2005) and Berument (2001), a good model for the leverage effect is EGARCH model. In this study, the data will be used Indonesia Sharia Stock Index which have the nature of heteroscedasticity and asymmetric. Then the data model with asymmetric EGARCH models. Then predict the stock price in the next period. Furthermore perform simulations based on eviews and EGARCH function matlab toolbox. \r\nKey words: EGARCH, Indonesian Sharia Stock Index"^^ . "2015" . . . "Faculty of Mathematics and Sciences Yogyakarta State University"^^ . . . "Proceeding of International Conference On Research, Implementation And Education Of Mathematics And Sciences 2015 (ICRIEMS 2015), Yogyakarta State University, 17-19 May 2015"^^ . . . "9789799688088" . . . . . . . . . . "."^^ . "Retno Tri Vulandari"^^ . ". Retno Tri Vulandari"^^ . . "."^^ . "Endah Rokhmati"^^ . ". Endah Rokhmati"^^ . . "Sepuluh Nopember Institute of Technology, Indonesia"^^ . . . . . . . "ASYMMETRIES MODEL OF VOLATILITY RETURN INDONESIAN SHARIA STOCK INDEX WITH EXPONENTIAL GENERALIZED AUTOREGRESSIVE CONDITIONAL HETEROSCEDASTICITY (Text)"^^ . . . "M -13.pdf"^^ . . . "ASYMMETRIES MODEL OF VOLATILITY RETURN INDONESIAN SHARIA STOCK INDEX WITH EXPONENTIAL GENERALIZED AUTOREGRESSIVE CONDITIONAL HETEROSCEDASTICITY (Other)"^^ . . . . . . "indexcodes.txt"^^ . . . "ASYMMETRIES MODEL OF VOLATILITY RETURN INDONESIAN SHARIA STOCK INDEX WITH EXPONENTIAL GENERALIZED AUTOREGRESSIVE CONDITIONAL HETEROSCEDASTICITY (Other)"^^ . . . . . . "lightbox.jpg"^^ . . . "ASYMMETRIES MODEL OF VOLATILITY RETURN INDONESIAN SHARIA STOCK INDEX WITH EXPONENTIAL GENERALIZED AUTOREGRESSIVE CONDITIONAL HETEROSCEDASTICITY (Other)"^^ . . . . . . "preview.jpg"^^ . . . "ASYMMETRIES MODEL OF VOLATILITY RETURN INDONESIAN SHARIA STOCK INDEX WITH EXPONENTIAL GENERALIZED AUTOREGRESSIVE CONDITIONAL HETEROSCEDASTICITY (Other)"^^ . . . . . . "medium.jpg"^^ . . . "ASYMMETRIES MODEL OF VOLATILITY RETURN INDONESIAN SHARIA STOCK INDEX WITH EXPONENTIAL GENERALIZED AUTOREGRESSIVE CONDITIONAL HETEROSCEDASTICITY (Other)"^^ . . . . . . "small.jpg"^^ . . "HTML Summary of #23318 \n\nASYMMETRIES MODEL OF VOLATILITY RETURN INDONESIAN SHARIA STOCK INDEX WITH EXPONENTIAL GENERALIZED AUTOREGRESSIVE CONDITIONAL HETEROSCEDASTICITY\n\n" . "text/html" . . . "Mathematics & Mathematics Education" . .