Jurnal Mahasiswa Statistik
Vol 2, No 4 (2014)

PENERAPAN MODEL GLOSTEN JAGANNATHAN RUNKLE THRESHOLD AUTOREGRESSIVE CONDITIONAL HETEROSCEDASTICITY (GJR-TARCH) UNTUK MENDUGA VOLATILITAS RETURN SAHAM

Mubarak, Sahrul (Prodi Statistika Jurusan Matematika FMIPA Universitas Brawijaya)



Article Info

Publish Date
16 Jul 2014

Abstract

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