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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 Repository IOS Number
KOTA TANGERANG SELATANInPrime: Indonesian Journal Of Pure And Applied MathematicsIOS14250.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 Repository IOS Number
SLEMANGadjah Mada International Journal of BusinessIOS284.article-26006
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Persempit Pencarian

Hapus Filter
Topik: stochastic volatility
Sektor
2 Library University 2
Institusi
1 UIN Syarif Hidayatullah Jakarta 1 Universitas Gadjah Mada
Koleksi
1 Gadjah Mada International Journal of Business
Format
2 File Application/pdf 2 2 Journal Article 2 Journal 1 EJournal 1 2 Other Info 2 less ...
Topik
stochastic volatility 1 Bayesian inference 1 Business 1 C32 1 Ensemble Kalman Filter 1 G12 more ... 1 G13 1 Management 1 Mathematics and Applied Mathematics 1 asymmetric effect 1 call option 1 currency exchange rates 1 generalized Student-t 1 put option less ...
Pengarang
1 Hadi, Ibnu 1 Mahatma, Tundjung 1 Mahatma, Yudi 1 Nugroho, Didit Budi 1 Pratomo, Yulius
Bahasa
2 eng
Tahun
1 2018 1 2021
Penerbit
1 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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