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Abstrak :
ABSTRAK
Disertasi ini membahas penerapan metode estimasi Continuum GMM pada model struktural pergerakan imbal hasil saham pada selang-selang waktu acak, yang dikenal dengan model DMHT. Model ini mendefenisikan durasi antar perdagangan sebagai waktu yang dibutuhkan oleh gerak Brown standar dengan drift, menventuh daerah acak tertentu, sedangkan nilai-nilai imbal hasil yang terjadi, dimodelkan oleh gerak Brown tambahan, yang terkorelasi. Penaksir CGMM untuk parameter-parameter model DMHT selanjutnya dikonstruksi sebagai jarak minimal antara momen-momen teoretis dan momen-momen empiris, dengan mempertimbangkan semua kemungkin- an momen yang dapat dibentuk dari fungsi karakteristik gabungan bersvarat da ri durasi antar transaksi dan imbal hasil, dengan rumusan jarak tertentu.Teknik estimasi yang diusulkan ini memfasilitasi penghitungan dan penanganan problem- problem yang terkait dengan kekeliruan diskritisasi dalam kondisi-kondisi momen dan tidak tersedianva fungsi densitas gabungan bersvarat dari model. Aplikasi em piris dengan menggunakan data level transaksi dari dua saham dengan kapitalisasi pasar yang berbeda, yang diperdagangkan di Bursa Efek Indonesia BEI dilakukan. Hasilnva mengindikasikan bahwa hubungan antara durasi dan volatilitas imbal hasil sangat persisten dan ada hubungan instan negatif antara volatilitas dan durasi kon- temporer. Implikasi dari kausalitas instan antara volatilitas dan durasi kontemporer juga diteliti. Studi Monte Carlo memperlihatkan bahwa penaksir CGGM mendo- minasi performa statistik dibandingkan penaksir GMM dengan jumlah momen yang terbatas, dan pelibatan endogenitas dari durasi antar transaksi akan memperbaiki akurasi statistik dari ukuran variansi imbal hasil.

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ABSTRACT
This dissertation studies the implementation of Continuum-GMM CGMM esti mation method to the structural model of stock returns movements in the random time intervals. The model which is known as the dynamic mixed hitting time mo del DMHT defines duration between trades as the waiting time of one component of a bivariate standard Brownian motion to hit a given random boundary. Mea nwhile, another correlated Brownian motion generates the marks such as market price and trading volume. In this research, the CGMM estimator of the DMHT mo del is the minimum distance between theoretical moments defined from the model and empirical moments defined from the data , by considering all possible momen ts constructed from the conditional joint characteristic function of durations and returns.The proposed estimation technique facilitates computation and overcomes problems related to the discretization error and to the non-tractable conditional joint probability density function. Empirical applications using transaction level da ta from two shares traded in Indonesia stock exchange ISX , with different market capitalization, are conducted. The result of empirical applications indicate that cor relation between durations and return volatility is highly persistent, and there are a negative instantaneous causality between volatility and contemporaneous duration. The implication of instantaneous causality between volatility and contemporaneous duration is also studied. The result of Monte Carlo studies showed that CGMM estimator dominates the other traditional GMM estimators with a few number of moments, in terms of their statistical performance. Monte Carlo studies also show that the involvement of endogeneity of the duration between transaction will improve our statistical accuracy of return variance estimators.

Abstrak :
Penelitian ini mengkaji tentang tingkat kepercayaan masyarakat terhadap Pemerintah Kota Padang dalam menyelenggarakan program vaksinasi COVID-19. Penelitian ini merupakan penelitian univariat yang menggunakan teori utama yaitu public trust. Teori public trust memiliki tiga dimensi yaitu perceived competence, perceived benevolence, dan perceived integrity. Penelitian ini menggunakan pendekatan kuantitatif. Adapun teknik pengumpulan data dalam penelitian ini, yaitu mixed method dengan memperoleh data kuantitatif dan kualitatif melalui survei dan wawancara mendalam. Survei dilakukan secara daring maupun secara luring dengan menggunakan platform google form yang menghasilkan 438 responden yang sesuai dengan syarat penelitian ini. Hasil penelitian menunjukkan bahwa tingkat kepercayaan masyarakat terhadap Pemerintah Kota Padang dalam menyelenggarakan program vaksinasi COVID-19 termasuk dalam kategori tinggi dengan persentase 84,9% yang diperoleh dari komputasi tiga dimensi dalam penelitian ini. Penelitian ini diharapkan dapat menjadi referensi oleh Pemerintah Kota Padang dalam meningkatkan penyadaran kepada masyarakat Kota Padang dalam penyelenggaraan vaksinasi COVID-19 melalui sosialisasi yang masif kepada masyarakat. ......This study examines the level of public trust in the Padang City Government in implementing the COVID-19 vaccination program. This research is a univariate research that uses the main theory, namely public trust. Public trust theory has three dimensions, namely perceived competence, perceived benevolence, and perceived integrity. This study uses a quantitative approach. The data collection technique in this study is the mixed method by obtaining quantitative and qualitative data through surveys and in-depth interviews. The survey was conducted online and offline using the google form platform which resulted in 438 respondents who met the requirements of this study. The results showed that the level of public trust in the Padang City Government in implementing the COVID-19 vaccination program was included in the high category with a percentage of 84,9% obtained from three-dimensional computing in this study. This research is expected to be a reference by the Padang City Government in increasing awareness to the people of Padang City in the implementation of COVID-19 vaccination through massive socialization to the community.

Abstrak :
The Handbook of Mixed Methods in Social &​ Behavioral Research contains a gold mine of articles by leading scholars on what has come to be known as the third methodological movement in social research. Aimed at surveying the differing viewpoints and disciplinary approaches of mixed methods, this breakthrough book examines mixed methods from the research enterprise to paradigmatic issues to application. The book also discusses the strengths and weaknesses of mixed methods designs, and provides an array of specific examples in a variety of disciplines, from psychology to nursing. The book closes with a brief section on how to teach and perform collaborative research using a mixed methods research desig