PENDETEKSIAN EXCHANGE MARKET PRESSURE DI KAWASAN ASEAN-5 (Pendekatan Model DCC MGARCH)
The aim of this undergraduate thesis is to analyze and determine the exchange market pressure (EMP) in ASEAN-5. The EMP is detected through dynamic conditional correlation bertween exchange rate ASEAN-5 volatility. Dynamic Conditional Correlarion Multivariate GARCH (DCC MGARCH) is the method used in...
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| Main Authors: | , |
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| Format: | Theses and Dissertations NonPeerReviewed |
| Published: |
[Yogyakarta] : Universitas Gadjah Mada
2013
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| Subjects: | |
| Online Access: | https://repository.ugm.ac.id/120049/ http://etd.ugm.ac.id/index.php?mod=penelitian_detail&sub=PenelitianDetail&act=view&typ=html&buku_id=60056 |
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