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Title
Stochastic Volatility Estimation of Stock Prices using the Ensemble Kalman Filter
Article
info
application/pdf
Journal
oleh
Mahatma, Yudi
,
Hadi, Ibnu
Terbitan:
Department of Mathematics, Faculty of Sciences and Technology, UIN Syarif Hidayatullah, 2021
Institusi:
UIN Syarif Hidayatullah Jakarta
Gedung:
Perpustakaan UIN Syarif Hidayatullah Jakarta
Lokasi
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IOS Number
KOTA TANGERANG SELATAN
InPrime: Indonesian Journal Of Pure And Applied Mathematics
IOS14250.article-20256
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Modeling of Stochastic Volatility to Validate IDR Anchor Currency
Article
info
application/pdf
eJournal
oleh
Nugroho, Didit Budi
,
Mahatma, Tundjung
,
Pratomo, Yulius
Terbitan:
Master in Management, Faculty of Economics and Business, Universitas Gadjah Mada, 2018
Institusi:
Universitas Gadjah Mada
Gedung:
Perpustakaan Pusat Universitas Gadjah Mada
Lokasi
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IOS Number
SLEMAN
Gadjah Mada International Journal of Business
IOS284.article-26006
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Topik: stochastic volatility
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Gadjah Mada International Journal of Business
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Topik
stochastic volatility
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C32
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Ensemble Kalman Filter
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G12
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asymmetric effect
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Pengarang
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Hadi, Ibnu
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Mahatma, Tundjung
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Mahatma, Yudi
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Nugroho, Didit Budi
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Pratomo, Yulius
Bahasa
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eng
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2018
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2021
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Department of Mathematics, Faculty of Sciences and Technology, UIN Syarif Hidayatullah
1
Master in Management, Faculty of Economics and Business, Universitas Gadjah Mada
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