Open AccessLong Memory Volatility Model dengan ARFIMA-HYGARCH Untuk Meramalkan Return Indeks Harga Saham Gabungan (IHSG)
Author(s) -
Nurhayun Rismawati,
Sugiman Sugiman
Publication year - 2022
Publication title -
ujm (unnes journal of mathematics)/unnes journal of mathematics
Language(s) - Uncategorized
Resource type - Journals
eISSN - 2460-5859
pISSN - 2252-6943
DOI - 10.15294/ujm.v9i1.36464
Subject(s) - autoregressive fractionally integrated moving average , mathematics , econometrics , volatility (finance) , long memory