pengklusteran data time series keuangan dengan model garch (1,1) pada pasar saham internasional

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ID: 233570
2016
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Ranked #29 of 37 articles by views in eurasip journal on image and video processing

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Abstract
paper introduced a method clustering for financial data. By using the model Heteroskidastity Generalized autoregressive conditional (GARCH), will be estimated distance between the stock market using GARCH-based distance. The purpose of this method is mengkluster international stock markets with different amounts of data.   Keywords: GARCH, Cluster Analisis, Intenational Stock Markets
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rafulta2016sainstek:pengklusteran Use this key to autocite in the manuscript while using SciMatic Manuscript Manager or Thesis Manager
Authors ;Elfa Rafulta
Journal eurasip journal on image and video processing
Year 2016
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