Jurnal Mahasiswa Statistik
Vol 1, No 4 (2013)

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 (Prodi Statistika Jurusan Matematika FMIPA Universitas Brawijaya)
Kusdarwati, Heni (Prodi Statistika Jurusan Matematika FMIPA Universitas Brawijaya)
Fitriani, Rahma (Prodi Statistika Jurusan Matematika FMIPA Universitas Brawijaya)

Article Info

Publish Date
26 Aug 2013

Abstract

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Journal Info
Jurnal Mahasiswa Statistik
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Publisher

Universitas Brawijaya

Subject

Economics, Econometrics & Finance

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