PERBANDINGAN MODEL VOLATILITAS DATA RETURN DENGAN MENGGUNAKAN MODEL EXPONENTIALLY GENERALIZED AUTOREGRESSIVE CONDITIONAL HETEROSCEDASTICITY (EGARCH) (1,1) DAN THRESHOLD GENERALIZED AUTOREGRESSIVE CONDITIONAL HETEROSCEDASTICITY (TGARCH) (1,1) - Paramitha, Gilang; Nugroho, Waego Hadi; Kusdarwati, Heni (Jurnal Mahasiswa Statistik, 2013)
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