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Issue Date
Title
Author(s)
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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Pratama, Saragah Repi
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Saputri, Elisabeth Dwi
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MCMC
1
APARCH
1
ARCH
1
ARWM
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distribusi noncentral Student-t
1
distribusi skewed Student-t
Date issued
1
2016
1
2017
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