Open AccessThe detection of financial crisis using combination of volatility and markov switching models based on real output, domestic credit per GDP, and ICI indicators
Author(s) -
. Sugiyanto,
Etik Zukhronah,
Meganisa Setianingrum
Publication year - 2018
Publication title -
journal of physics. conference series
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.21
H-Index - 85
eISSN - 1742-6596
pISSN - 1742-6588
DOI - 10.1088/1742-6596/1025/1/012115
Subject(s) - volatility (finance) , markov chain , financial crisis , economics , econometrics , economic indicator , monetary economics , financial system , business , finance , macroeconomics , computer science , machine learning