Minarnita Yanti Verawati Bakara

Independent

No Address Available

United States

SCHOLARLY PAPERS

6

DOWNLOADS

327

SSRN CITATIONS

0

CROSSREF CITATIONS

1

Ideas:
“  Return and sampling eliminate chaos process, Compass Rose Pattern of Chaos and Empirical Real-Time Market Data, Fractal and Chaos analysis: Contagion effect of 11 September Airplane Crash and Crisis (Applying analysis of ARFIMA process) , Real-time Market Price and Market Microstructure, Copula research, Taxation for Stateless and Illegal foreigners, Donations as non-object of the Tax, Tax compliance requirement for listing companies, Listing companies' tax compliance and investor's investment decision, Tax management and tax planning for optimal DER to maximize profit and value, Big Data, ICT Development and Digital Economics.  ”

Scholarly Papers (6)

1.

Are South East Asia Countries Capital Markets Characterized by Nonlinear Structures? An Investigation from Indonesia, Philippine and Singapore Capital Market Indices

Indonesian Capital Market Review (ICMR), Vol. I, No. 1, January 2009
Number of pages: 23 Posted: 22 Sep 2010 Last Revised: 22 Feb 2013
Minarnita Yanti Verawati Bakara and Bambang Hermanto
Independent and Universitas Indonesia - Graduate School of Management
Downloads 154 (207,378)

Abstract:

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Brock-Dechert-Scheinkman Statistic, Correlation Dimension, Deterministic Non Linear Dynamic System, Embedding Dimension, Fractal, Hurst Exponent, Rescaled Range (R/S) Analysis

2.

Nonlinearity and Chaos Testing on South East Asia Countries Capital Markets: A Comparative Study from Indonesia, Philippine and Singapore Capital Market Indices

The 14th Euro-Asia Conference & the 3rd International Conference on Business and Management Research (ICBMR), 27th-29th August 2008
Number of pages: 26 Posted: 26 Jan 2012
Minarnita Yanti Verawati Bakara
Independent
Downloads 96 (294,583)
Citation 1

Abstract:

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Brock-Dechert-Scheinkman Statistic, Chaos Theory, Correlation Dimension, Embedding Dimension, Fractal, Hurst Exponent, Lyapunov Exponent, Deterministic Non Linear Dynamic System, Phase Space Reconstruction, Rescaled Range (R/S) Analysis

3.

Which Pure Chaos Model Will Describe IDX Composite (Jakarta Composite Index (JCI) of Indonesia Stock Exchange (IDX)) Better?

Joint Academic Conference of University of Adelaide and Universitas Indonesia: The 4th International Conference on Business and Management Research, November 22-24 2009
Number of pages: 25 Posted: 30 Jan 2012 Last Revised: 21 Feb 2013
Minarnita Yanti Verawati Bakara
Independent
Downloads 77 (337,314)

Abstract:

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Brock-Dechert-Scheinkman Statistic, Chaos Theory, Correlation Dimension, Compass Rose, Deterministic Nonlinear Dynamic System, Embedding Dimension, Fractal, Henon Map, Hurst Exponent, Logistic Map, Lyapunov Exponent, Mackey Glass Delay, Phase Space Reconstruction, Rescaled Range (R/S) Analysis

4.

Is Indonesia Capital Market Chaos? An Empirical Study on the Indonesia Stock Exchange (IDX) Daily Composite Index Return

Posted: 10 May 2018 Last Revised: 21 Sep 2018
Minarnita Yanti Verawati Bakara
Independent

Abstract:

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Attractor, BDS Statistic, Chaos Theory, Chaotic Structure, Correlation Dimension, Correlation Integral, Embedding Dimension, Fractal, Hurst Exponent, Lyaponev Exponent, Deterministic Non Linear Dynamic System, Phase Space Reconstruction, Rescaled Range (R/S) Analysis

5.

Compass Rose of Chaos: Effect of Return and Sampling on Henon Attractor

Posted: 23 Apr 2018 Last Revised: 02 May 2018
Minarnita Yanti Verawati Bakara
Independent

Abstract:

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Chaos Theory, Clustering, Compass Rose, Complexity, Deterministic, Discrete, Henon Attractor, High-Frequency Data, Low-Frequency Data, Non-Linear Dynamic System, Phase Diagram, Phase Space, Return, Sampling, Thickness Size

6.

Indonesia Capital Market: Pure Chaotic, Pure Stochastic, or Combined Stochastic-Chaotic Process?

Posted: 26 Feb 2008 Last Revised: 21 Sep 2018
Minarnita Yanti Verawati Bakara
Independent

Abstract:

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BDS Statistic, Chaos Theory, Chaotic Structure, Correlation Dimension, Correlation Integral, Embedding Dimension, Hurst Exponent, IID, Lyaponev Exponent, Non Linear Dynamic System, Phase Space Reconstruction, Rescaled Range (R/S) Analysis, Stochastic Process

Other Papers (1)

Total Downloads: 10
1.

Sensitive Dependence on Initial Condition (SDIC) on the Three South East Asian Countries Capital Markets: A Comparison to Fully Deterministic and Pure Chaotic Models

Joint Academic Conference of University of Adelaide and Universitas Indonesia: The 4th International Conference on Business and Management Research, November 22-24 2009
Number of pages: 17 Posted: 08 Oct 2018 Last Revised: 22 Oct 2019
Minarnita Yanti Verawati Bakara
Independent
Downloads 10 (576,618)

Abstract:

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Chaos Theory, Lyapunov Exponent, Deterministic Non Linear Dynamic System, Phase Space, Wolf Algorithm, Rosenstein et al. and Kantz Algorithm