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Repositori Institusi | Universitas Kristen Satya Wacana
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Issue Date
Title
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2015
Estimasi Berbasis MCMC untuk Returns Volatility di Pasar Valas Indonesia melalui Model ARCH Berdistribusi Normal dan Student-T
Safrudin, Imam Malik
2016
Model Volatilitas ARCH(1) untuk Returns dengan Error Berdistribusi non-Central Student-t dan Skewed Student-t: studi kasus: pasar valuta asing Indonesia
Saputri, Elisabeth Dwi
2017
Penerapan Model Aparch untuk Volatilitas Returns Kurs Beli EUR dan JPY terhadap IDR Periode 2009-2014
Pratama, Saragah Repi
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Safrudin, Imam Malik
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ARCH
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volatilitas returns
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APARCH
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ARWM
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distribusi noncentral Student-t
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distribusi skewed Student-t
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