KAJIAN MODEL HIDDEN MARKOV UNTUK MENDUGA VOLATILITAS INDEKS HARGA SAHAM
Abstrak Volatility is a measure of uncertainty. Volatility can either be measured by using the standard deviation or variance between returns. The problem is volatility is unobservable, and estimating volatility is not a trivial task. Therefore, it needs daily volatility proxy as a benchmark in calc...
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| Format: | Book |
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Universitas Muhammadiyah Tangerang,
2019-03-01T00:00:00Z.
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Internet
Connect to this object online.3rd Floor Main Library
| Call Number: |
A1234.567 |
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| Copy 1 | Available |