Pemodelan Vector Error Correction Model (VECM) – Constant Conditional Correlation Generalized Autoregressive Conditional Heteroscedasticity (CCC GARCH)

Febrianti, Putri (2019) Pemodelan Vector Error Correction Model (VECM) – Constant Conditional Correlation Generalized Autoregressive Conditional Heteroscedasticity (CCC GARCH). Sarjana thesis, Universitas Brawijaya.

Abstract

Vector Error Correction Model (VECM) merupakan salah satu pengembangan dari model VAR(

English Abstract

Vector Error Correction Model (VECM) is one of the developments of the VAR model (

Other obstract

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Item Type: Thesis (Sarjana)
Identification Number: SKR/MIPA/2019/278/051911058
Uncontrolled Keywords: VECM, CCC, GARCH, Tingkat Inflasi, Suku Bunga Kebijakan, VECM, CCC, GARCH, Inflation Rate, Interest Rate Policy
Subjects: 500 Natural sciences and mathematics > 519 Probabilities and applied mathematics > 519.5 Statistical mathematics > 519.53 Descriptive statistics, multivariate analysis, analysis of variance and covariance > 519.536 Regression analysis
Divisions: Fakultas Matematika dan Ilmu Pengetahuan Alam > Statistika
Depositing User: Budi Wahyono Wahyono
Date Deposited: 10 Aug 2020 07:59
Last Modified: 10 Aug 2020 07:59
URI: http://repository.ub.ac.id/id/eprint/179657
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