METODE ESTIMASI SECOND-ORDER LEAST SQUARE PADA MODEL AUTOREGRESSIVE CONDITIONAL HETEROSKEDASTIC DAN TRANSFORMASINYA

METODE ESTIMASI SECOND-ORDER LEAST SQUARE PADA MODEL AUTOREGRESSIVE CONDITIONAL HETEROSKEDASTIC DAN TRANSFORMASINYA

Autoregressive Conditional Heteroskedasticity (ARCH) processes have been widely used to analysis of finance time series. Many finance time series exhibit periods of unusually large volatility followed by periods of relative tranquility. This suggests that the variance are serially correlated. Estima...

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書目詳細資料
Main Authors:	, HERNI UTAMI, , Drs. Pekik Murwantoro, M.S.,Ph.D
格式:	Theses and Dissertations NonPeerReviewed
出版:	[Yogyakarta] : Universitas Gadjah Mada 2014
主題:	ETD
在線閱讀:	https://repository.ugm.ac.id/132894/ http://etd.ugm.ac.id/index.php?mod=penelitian_detail&sub=PenelitianDetail&act=view&typ=html&buku_id=73439
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