รหัสดีโอไอ 10.14456/ssa.2015.24
Creator Josep Ginting
Title Realized volatility model for market riskmeasurement in Indonesia stock exchange
Publication Year 2015
Journal Title Social Science Asia
Journal Vol. 1
Journal No. 3 (March)
Page no. 93-104
Publisher National Research Council of Thailand
Keywords Realized Volatility,ARCH,ARFIMA,ARIMA
ดิจิทัลไฟล์ Digital File

บรรณานุกรม

Josep Ginting. (2015). Realized volatility model for market riskmeasurement in Indonesia stock exchange.
       : National Research Council of Thailand.
Josep Ginting. 2015. "Realized volatility model for market riskmeasurement in Indonesia stock exchange".
       : National Research Council of Thailand.
Josep Ginting. "Realized volatility model for market riskmeasurement in Indonesia stock exchange".
       : National Research Council of Thailand, 2015. Print.