Open AccessPERAMALAN HARGA EMAS DUNIA DENGAN MODEL GLOSTEN-JAGANNATHAN-RUNCLE GENERALIZED AUTOREGRESSIVE CONDITIONAL HETEROSCEDASTICITY
Author(s) -
Uswatun Hasanah,
Agus Rusgiyono,
Rukun Santoso
Publication year - 2022
Publication title -
jurnal gaussian : jurnal statistika undip
Language(s) - Uncategorized
Resource type - Journals
ISSN - 2339-2541
DOI - 10.14710/j.gauss.v11i2.35477
Subject(s) - heteroscedasticity , autoregressive conditional heteroskedasticity , autoregressive integrated moving average , econometrics , economics , autoregressive model , investment (military) , gold as an investment , time series , volatility (finance) , mathematics , statistics , financial economics , politics , political science , law