Kurtosis dan model volatiliti Garch

Kurtosis dan model volatiliti Garch

Bibliographic Details
Main Authors:	, IFANSYAH, Nor, , Prof. Drs. Subanar, Ph.D
Format:	Thesis
Published:	[Yogyakarta] : Universitas Gadjah Mada 2008
Subjects:	ETD

Similar Items

Performance of GARCH models in forecasting stock market volatility.
by: Choo, Wei Chong, et al.
Published: (1999)

Modelling the volatility of currency exchange rate using GARCH model
by: Choo, Wei Chong, et al.
Published: (2002)

Pengklusteran data time series keuangan dengan model Garch(1,1) pada pasar saham internasional
by: , RAFULTA, Elfa, et al.
Published: (2010)

Enhancing stock volatility prediction with the AO-GARCH-MIDAS model
by: Liu, Ting, et al.
Published: (2024)

Garch models and distributions comparison for nonlinear time series with volatilities
by: Abdul Rahman, Nur Haizum, et al.
Published: (2023)

GARCH models and distributions comparison for nonlinear time series with volatilities
by: Nur Haizum, Abd Rahman, et al.
Published: (2023)

Generalised Autoregressive Conditional Heteroscedasticity (Garch) Models For Stock Market Volatility
by: Choo, Wei Chong
Published: (1998)

Financial volatility and bank stock returns: an Armax-Garch-M modelling
by: Hooy, Chee Wooi, et al.
Published: (2003)

Forecasting Stock Market Volatility Using Wavelet Transformation Algorithm Of Garch Model
by: Audu, Buba
Published: (2017)

A Hybrid Markov Switching Garch Model Approach For Improving Volatility Dynamics
by: Hossain, Md Jamal
Published: (2021)

Modeling volatility using GARCH (1, 1) Model: The case of Kuala Lumpur Composite Index (KLCI)
by: Islam, Mohd Aminul
Published: (2013)

Volatility forecasting with the wavelet transformation algorithm GARCH model: Evidence from African stock markets
by: Ismail, Mohd Tahir, et al.
Published: (2016)

Forecasting of Electricity Demand in Malaysia with Seasonal Highly Volatile Characteristics using SARIMA – GARCH Model
by: Syarranur, Zaim, et al.
Published: (2023)

Modified Box-Jenkins and GARCH for forecasting highly volatile time series data
by: Siti Roslindar, Yaziz
Published: (2019)

Modeling univariate volatility of stock returns using stochastic GARCH models:Evidence from 4-Asian markets
by: Islam, Mohd Aminul
Published: (2013)

PEMODELAN RUNTUN WAKTU HARGA MINYAK SAWIT INDONESIA DENGAN ARIMA-GARCH
by: Subanar, Subanar, et al.
Published: (2010)

Multistep forecasting for highly volatile data using new algorithm of Box-Jenkins and GARCH
by: Siti Roslindar, Yaziz, et al.
Published: (2018)

Bucket plot: a visual tool for skewness and kurtosis comparisons
by: De Bastiani, Fernanda, et al.
Published: (2022)

Model GARCH Dan Jujukan Bersyarat GAUSS.
by: Kamil, Anton Abdulbasah
Published: (2003)

Volatility model estimations of palm oil price returns via long-memory, asymmetric and heavy-tailed GARCH parameterization
by: Hasanov, Akram, et al.
Published: (2014)

Dynamicality of Rasch Logits of USMEQ-iin skewness and kurtosis for normality testing
by: Mohd Effendi Ewan Mohd Matore, et al.
Published: (2018)

Detecting Leak in Gas Pipeline using Continuous Wavelet Transform and Kurtosis
by: N. F., Adnan, et al.
Published: (2015)

Improved frequency table’s measures of skewness and kurtosis with application to weather data
by: Muhammed, M. B., et al.
Published: (2020)

Modelling the price dynamics of cryptocurrencies with GARCH and SVCJ models
by: Zhao, Zhun
Published: (2022)

An empirical analysis of trading volume and return volatility in using GARCH model: the Malaysia case / Tan Yan Ling and Toy Bee Hoong
by: Tan, Yan Ling, et al.
Published: (2011)

Determination of Radio Environmental Level in Hydrogen (HI) Band Spectrum by using Kurtosis Analysis
by: Zafar, S.N.A.S., et al.
Published: (2017)

Contribution of Co-Skewness and Co-Kurtosis of the Higher Moment CAPM for Finding the Technical Efficiency
by: Hasan, Md. Zobaer, et al.
Published: (2014)

Determination of Sample Size for Higher Volatile Data Using New Framework of Box-Jenkins Model With GARCH: A Case Study on Gold Price
by: Siti Roslindar, Yaziz, et al.
Published: (2017)

Innovations in the ARIMA - GARCH Modeling in Forecasting Gold Price
by: Siti Roslindar, Yaziz, et al.
Published: (2014)

Exchange rate volatility and financial performance of agriculture firms in Malaysia: an empirical analysis using GARCH, wavelet and system GMM
by: Md Reaz, et al.
Published: (2017)

Forecasting currency in circulation in Malaysia using arch and garch models
by: Abdul Razak, Nur Azreen, et al.
Published: (2018)

The Performance of Hybrid ARIMA-GARCH Modeling in Forecasting Gold Price
by: Siti Roslindar, Yaziz, et al.
Published: (2013)

PERBANDINGAN AKURASI PERAMALAN METODEARIMA DAN GARCH UNTUK MEMPREDIKSI IHSGPERIODE 1991 - 2011
by: , Budi Nugroho, et al.
Published: (2012)

Evaluasi Teori Pareto pada Volatilitas Indeks Pasar Modal Indonesia : Penerapan Model ARCH-GARCH
by: , Fransisca Ira Yunita , SE.,Ak., et al.
Published: (2011)

Kurtosis quantification of different minimal quantity lubrication effects in machining cast iron with coated and uncoated tool
by: N., Jamil, et al.
Published: (2018)

Comparative performance of ARIMA and GARCH models in modelling and forecasting volatility of Kuala Lumpur composite index / Hasma Basyirah Bakar , Nik Sofiah Nik Rusdi and Nurul Athirah Rushdi
by: Bakar, Hasma Basyirah, et al.
Published: (2019)

On the relationship between inflation rate and inflation uncertainty: an application of the GARCH family models
by: Mohd Nor, Abu Hassan Shaari, et al.
Published: (2007)

Forecasting Malaysian Gold Using a Hybrid of ARIMA and GJR-GARCH Models
by: Siti Roslindar, Yaziz, et al.
Published: (2015)

Model selection based on value-at-risk backtests approach for GARCH-type models
by: Koh, You Beng
Published: (2019)

ARIMA and symmetric GARCH-type models in forecasting Malaysia gold price
by: Siti Roslindar, Yaziz, et al.
Published: (2019)