pengklusteran data time series keuangan dengan model garch (1,1) pada pasar saham internasional
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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233570
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