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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| Main Authors: | , |
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| 格式: | Theses and Dissertations NonPeerReviewed |
| 出版: |
[Yogyakarta] : Universitas Gadjah Mada
2013
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| 主題: | |
| 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 |
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