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All Journal Jurnal Mahasiswa Statistik
Sholihah, Suma Suci
Prodi Statistika Jurusan Matematika FMIPA Universitas Brawijaya
Economics, Econometrics & Finance

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PEMODELAN RETURN IHSG PERIODE 15 SEPTEMBER 1998 – 13 SEPTEMBER 2013 MENGGUNAKAN THRESHOLD GENERALIZED AUTOREGRESSIVE CONDITIONAL HETEROSKEDASTICITY (TGARCH(1,1)) DENGAN DUA THRESHOLD Sholihah, Suma Suci; Kusdarwati, Heni; Fitriani, Rahma
Jurnal Mahasiswa Statistik Vol 1, No 4 (2013)
Publisher : Jurnal Mahasiswa Statistik

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Co-Authors Kusdarwati, Heni Rahma Fitriani