Aplikasi Model Arch Kasus Tingkat Inflasi Di Indonesia

In forecasting financial time series such as inflation, there is a reason to believe that variance of error term is volatile. Reseachers are likely to find periode of high volatility with large errors, then it is followed by periode of low volatilty with smaller errors. The variability could occur b...

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Bibliographic Details
Main Author: Agus Widarjono
Format: Article
Language:English
Published: Universitas Islam Indonesia 2009-07-01
Series:Economic Journal of Emerging Markets
Online Access:https://journal.uii.ac.id/JEP/article/view/664