Open AccessModel Regresi untuk Return Aset dengan Volatilitas Mengikuti Model GARCH(1,1) Berdistribusi Epsilon-Skew Normal dan Student-t
Author(s) -
Didit Budi Nugroho,
Kristia Anggraeni,
Hanna Arini Parhusip
Publication year - 2020
Publication title -
limits journal of mathematics and its applications
Language(s) - Uncategorized
Resource type - Journals
eISSN - 2579-8936
pISSN - 1829-605X
DOI - 10.12962/limits.v17i2.6730
Subject(s) - autoregressive conditional heteroskedasticity , mathematics , physics , statistics , econometrics , volatility (finance)
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