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ANALISIS DATA INFLASI DI INDONESIA MENGGUNAKAN MODEL REGRESI SPLINE
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ANALISIS DATA INFLASI DI INDONESIA MENGGUNAKAN MODEL REGRESI SPLINE (2013)ANALISIS DATA INFLASI DI INDONESIA MENGGU…Conditional Heteroskedasticity in Asset Returns: A New Approach (1995)Conditional Heteroskedasticit…Generalized autoregressive conditional heteroskedasticity (1986)Generalized autoregressive co…Book Review: Time Series Analysis: Forecasting and Control (1977)Time Series Analysis: Forecasting and Control (1977)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks (1993)Multivariate Simultaneous Generalized ARCH (1995)Stock Volatility and the Crash of '87 (1989)Alternative models for conditional stock volatility (1990)Semiparametric ARCH Models (1991)
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References

  • 1986Generalized autoregressive conditional heteroskedasticity23,378 cited
  • 1995Conditional Heteroskedasticity in Asset Returns: A New Approach199 cited

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