PENERAPAN MODEL GLOSTEN JAGANNATHAN RUNKLE THRESHOLD AUTOREGRESSIVE CONDITIONAL HETEROSCEDASTICITY (GJR-TARCH) UNTUK MENDUGA VOLATILITAS RETURN SAHAM
| Main Author: | Mubarak, Sahrul; Prodi Statistika Jurusan Matematika FMIPA Universitas Brawijaya |
|---|---|
| Format: | Article eJournal |
| Bahasa: | eng |
| Terbitan: |
Jurnal Mahasiswa Statistik
, 2014
|
| Online Access: |
http://statistik.studentjournal.ub.ac.id/index.php/statistik/article/view/166 |
Daftar Isi:
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