MODEL MATEMATIK UNTUK MENENTUKAN NILAI TUKAR MATA UANG RUPIAH TERHADAP DOLLAR AMERIKA

MODEL MATEMATIK UNTUK MENENTUKAN NILAI TUKAR MATA UANG RUPIAH TERHADAP DOLLAR AMERIKA

The main objective of this paper is to estimate parameters in the heteroskedasticity models, particularly in Auto Regressive Conditional Heteroskedasticity - ARCH(1) and Generalized Autoregressive Conditional Heteroskedasticity- GARCH(1,1). These models will be used to fit, to forecast and to update...

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Bibliographic Details
Main Authors: Jani Rahardjo, Shirley Adelia, Siana Halim
Format: Article
Language:English
Published: Petra Christian University 1999-01-01
Series:Jurnal Teknik Industri
Subjects:
ARCH
GARCH
YWE
MLE
Heteroskedasticity
Online Access:http://puslit2.petra.ac.id/ejournal/index.php/ind/article/view/15979

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