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The Behavior of Indonesian Stock Market: Structural Breaks and Nonlinearity



  ID Publisher : 0000036771
  Nama Jurnal : Proceeding : Seminar Nasional Ke 3 Forum Manajemen Indonesia (FMI ke 3) : Management : The Next Opportunity and Challenge From Competition to Collaborate, 9 - 10 November 2011
  Pengarang : Rahmat Heru Setianto, Turkhan Ali Abdul Manap
  Subjek : Linearity, Structural breaks, Smooth Transition Autoregressive (STAR) models, Stock markets
  Edisi : 0 / 0 / 2011


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