MODEL VOLATILITAS ARCH(1) DENGAN RETURN ERROR BERDISTRIBUSI SKEWED STUDENT-T

MODEL VOLATILITAS ARCH(1) DENGAN RETURN ERROR BERDISTRIBUSI SKEWED STUDENT-T

<p class="IsiAbstrakIndo"><span lang="IN">M</span><span lang="EN-GB">odel volatilitas <em>Autoregressive Conditional Heteroscedasticity</em></span><span lang="IN"> (ARCH)</span><em><span lang="...

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Bibliographic Details
Main Authors: E. D. Saputri, D. B. Nugroho, A. Setiawan
Format: Article
Language:English
Published: Universitas Negeri Semarang 2016-11-01
Series:Jurnal MIPA
Subjects:
distribusi skewed Student-t, independence-chain Metropolis–Hastings, kurs beli, MCMC, model ARCH
Online Access:https://journal.unnes.ac.id/nju/index.php/JM/article/view/7707

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https://journal.unnes.ac.id/nju/index.php/JM/article/view/7707

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