Open AccessDetection method of financial crisis in Indonesia using MSGARCH models based on banking condition indicators
Author(s) -
. Sugiyanto,
Etik Zukhronah,
Shania Puspita Sari
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 - 10.1088/1742-6596/1025/1/012118
Subject(s) - financial crisis , financial system , business , finance , economics , macroeconomics