DURASI DAN PERUBAHAN HARGA DENGAN MARKOV CHAIN MONTE CARLO

DURASI DAN PERUBAHAN HARGA DENGAN MARKOV CHAIN MONTE CARLO

This thesis proposed a model to analyze duration and price change of ultra high frequency data for an intraday transaction. This Price Change and Duration Model was decomposed in to four principal components, i.e. time duration between price changes, number of trades that result in no price change,...

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書目詳細資料
Main Authors:	, LILIH DEVA MARTIAS, , Dr. Danardono, MPH
格式:	Theses and Dissertations NonPeerReviewed
出版:	[Yogyakarta] : Universitas Gadjah Mada 2013
主題:	ETD
在線閱讀:	https://repository.ugm.ac.id/125757/ http://etd.ugm.ac.id/index.php?mod=penelitian_detail&sub=PenelitianDetail&act=view&typ=html&buku_id=65933
標簽:	添加標簽沒有標簽, 成為第一個標記此記錄!
機構:	Universitas Gadjah Mada

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