On the Markov Switching GARCH: a Brief Introductory

Main Authors: Hadiyat, M. Arbi , Iriawan, Nur, Mulyono, Slamet
Format: Article PeerReviewed application/pdf
Terbitan: Statistics Department, ITS Surabaya , 2007
Subjects:
Online Access: http://repository.ubaya.ac.id/4450/2/Hadiyat_Iriawan_Mulyono_On%20the%20Markov_Abstract_2007.pdf
http://repository.ubaya.ac.id/4450/3/Hadiyat_Iriawan_Mulyono_On%20the%20Markov_2007.pdf
http://statistika.its.ac.id
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