Jurnal Mahasiswa Statistik
Vol 1, No 4 (2013)

PERBANDINGAN MODEL VOLATILITAS DATA RETURN DENGAN MENGGUNAKAN MODEL EXPONENTIALLY GENERALIZED AUTOREGRESSIVE CONDITIONAL HETEROSCEDASTICITY (EGARCH) (1,1) DAN THRESHOLD GENERALIZED AUTOREGRESSIVE CONDITIONAL HETEROSCEDASTICITY (TGARCH) (1,1)

Paramitha, Gilang (Prodi Statistika Jurusan Matematika FMIPA Universitas Brawijaya)
Nugroho, Waego Hadi (Prodi Statistika Jurusan Matematika FMIPA Universitas Brawijaya)
Kusdarwati, Heni (Prodi Statistika Jurusan Matematika FMIPA Universitas Brawijaya)

Article Info

Publish Date
26 Aug 2013

Abstract

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Journal Info
Jurnal Mahasiswa Statistik
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Abbrev

Publisher

Universitas Brawijaya

Subject

Economics, Econometrics & Finance

Description

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