pengklusteran data time series keuangan dengan model garch (1,1) pada pasar saham internasional
Clicks: 131
ID: 233570
2016
Article Quality & Performance Metrics
Overall Quality
Not rated
Combines reader engagement with the AI quality analysis. This
article has not been analysed, so there is no overall score —
reader engagement is measured and shown alongside.
Reader Engagement
Steady Performance
30.0
/100
131 views
20 readers
AI Quality Assessment
Not analyzed
Readership in this journal
SteadyRanked #29 of 37 articles by views in eurasip journal on image and video processing
Most read
Least read
Bar heights use a square-root scale.
Mint this article as an NFT
Not yet mintedCreate a permanent, verifiable on-chain record of this article on the Scimatic Network. The NFT is held in your Journament account, and you can withdraw it to your own wallet at any time.
5
SUSD
one-off · no wallet required
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
Abstract Quality Issue:
This abstract appears to be incomplete or contains metadata (50 words).
Try re-searching for a better abstract.
| Reference Key |
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 |
| DOI |
DOI not found
|
| URL | |
| Keywords |
Citations
No citations found. To add a citation, contact the admin at info@scimatic.org
Comments
No comments yet. Be the first to comment on this article.