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Return shows the dynamic property that allow the behaviour change from one state <br /> <br /> <br /> to another state or called regime-switching phenomenon. Threshold stochastic <br /> <br /> <br /> model is developed to accommodate this phenomenon. Threshold...
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Main Author: | DITA AGISTIA ( NIM: 10113043), MAULIA |
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Format: | Final Project |
Language: | Indonesia |
Online Access: | https://digilib.itb.ac.id/gdl/view/23003 |
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Institution: | Institut Teknologi Bandung |
Language: | Indonesia |
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