NUGROHO, Didit Budi; KUSUMAWATI, Anggita M; SASONGKO, Leopoldus R.
Volatilitas Kurs dan Saham Mengikuti Model EGARCH(1,1) Berdistribusi Versi Skew Normal dan Student-t.
Jurnal Ekonomi Kuantitatif Terapan, [S.l.], p. 259-272, aug. 2020.
ISSN 2303-0186.
Available at: <http://ojs.unud.ac.id/index.php/jekt/article/view/59011>. Date accessed: 29 sep. 2025.
doi: https://doi.org/10.24843/JEKT.2020.v13.i02.p04.