Open AccessDetection of Financial Crisis in Indonesia based on Import and Yen Exchange Rate to Rupiah Indicators using Combined of Volatility and Markov Switching Models
Author(s) -
Etik Zukhronah,
Sugiyanto Sugiyanto,
Isna Ruwaidatul Azizah
Publication year - 2018
Language(s) - English
Resource type - Conference proceedings
DOI - 10.5220/0008519402050209
Subject(s) - exchange rate , volatility (finance) , markov chain , financial crisis , economics , economic indicator , monetary economics , econometrics , macroeconomics , computer science , machine learning
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