time varying
Time-varying Q Estimation on Reflection Seismic Data in the Presence of Amplitude Variations
... quantity. Time-varying Q functions are espe- cially challenging to estimate and the literature on the subject is ...of time-varying ampli- tude effects such as transmission loss is also seldom ...
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Peramalan Jumlah Kunjungan Wisatawan Australia yang Berkunjung ke Bali Menggunakan Model Time Varying Parameter (TVP).
... Puji syukur penulis panjatkan kehadapan Tuhan Yang Maha Esa karena berkat rahmat-Nya penulis dapat menyelesaikan tugas akhir yang berjudul “ Peramalan Jumlah Kunjungan Wisatawan Australia yang Berkunjung ke Bali ...
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PEMODELAN MARKOV SWITCHING DENGAN TIME-VARYING TRANSITION PROBABILITY - Diponegoro University | Institutional Repository (UNDIP-IR) Anggita P S
... i PEMODELAN MARKOV SWITCHING DENGAN TIME-VARYING TRANSITION PROBABILITY Ol: Anggita Puri Savitri 24010212140037 Sebagai Salah Satu Syarat untuk Memperoleh Gelar Sarjana Sains pada D[r] ...
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KESIMPULAN DAN SARAN FENOMENA TIME VARYING VOLATILITY (Pada Saham LQ 45 di Bursa Efek Indonesia Periode 2005-2010 ).
... Kelemahan kedua adalah periode penelitian yang terlalu singkat yaitu 6 tahun (2005-2010) sehingga sulit menentukan kejadian – kejadian apa saja yang berpengaruh pada penelitian pada kurun waktu tersebut. Selain itu untuk ...
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Unt( Pada S FENOMENA TIME VARYING VOLATILITY (Pada Saham LQ 45 di Bursa Efek Indonesia Periode 2005-2010 ).
... “fenomena time varying volatility” disusun dalam rangka memenuhi salah satu syarat untuk memperoleh gelar Sarjana Ekonomi pada Program Studi Manajemen Fakultas Ekonomi Universitas Atma Jaya ...
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PENDAHULUAN FENOMENA TIME VARYING VOLATILITY (Pada Saham LQ 45 di Bursa Efek Indonesia Periode 2005-2010 ).
... kemampuan prediksi variabel inflasi dan tingkat output terhadap return saham dan volatilitas. Hasil penelitian menunjukkan bahwa return saham di Indonesia memiliki permasalahan time varying volatility dan ...
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Can Time Varying Risk of Rare Disasters Explain Aggregate Stock Market Volatility
... combines time-variation in the probability of a rare disaster with time-variation in the degree to which div- idends respond to a ...of time-varying disaster ...is time-varying ...
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Modified Genetic Algorithm to Solve Time-varying Lot Sizes Economic Lot Scheduling Problem.
... of Time-varying Lot Sizes ELSP is to determine a cycle length T, including the production sequence of each item , the corresponding time durations , and idle time duration between each ...
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TINJAUAN PUSTAKA FENOMENA TIME VARYING VOLATILITY (Pada Saham LQ 45 di Bursa Efek Indonesia Periode 2005-2010 ).
... Pertimbangan-pertimbangan secara subyektif sangat penting dalam analisis time series, karena pendekatan probabilitas yang memadai untuk analisis seperti ini belum ditemukan. Jika data masa lampau digunakan untuk ...
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Conference paper
... In this study, a number of STN selection methods have been evaluated in the context of forecasting travel times under the assumption of missing data. In agreement with previous studies, it has been found that regularised ...
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Directory UMM :Data Elmu:jurnal:B:Biosystems:Vol55.Issue1-3.2000:
... the time-varying ...using time-varying hormonal stimuli whose bandwidth is matched to the encod- ing mechanism of the transmembrane signaling ...
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Manajemen | Fakultas Ekonomi Universitas Maritim Raja Ali Haji 073500103288618927
... estimating time-varying ...and time modeled ...target time period, we con- struct a weighted average of the estimated smelter gradients over all sample ...over time, while controlling ...
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Fenomena Fear of Floating Nilai Tukar di Indonesia Periode 19982007: Identifkasi, Alasan Ekonomi, dan Implikasinya terhadap Kebijakan MoneterPhenomenon of Fear of Floating of Exchange Rate in Indonesia During the Period of 19982007: , Eco | Budiasih | Jur
... metode Time Varying Parameter dan Error Correction Mechanism, studi ini menunjukkan alasan ekonomi bagi Otoritas Moneter untuk menstabilkan perilaku nilai tukar ...
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Quantitative Finance authors titles recent submissions
... dimensional time-varying covariance matrices through factor stochastic volatility ...in time and successfully recaptured the time-varying covariance ...
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Manajemen | Fakultas Ekonomi Universitas Maritim Raja Ali Haji jbes%2E2011%2E10070
... We have introduced the multivariate Student t GAS model for volatilities and correlations, where the multivariate normal dis- tribution is included as a special case. The model includes sev- eral levels of flexibility. ...
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Manajemen | Fakultas Ekonomi Universitas Maritim Raja Ali Haji jbes%2E2009%2E0016
... with time-varying copulae with a parameter specified to evolve as an Autoregressive Moving Average (ARMA)-type ...using time-varying copula where the parameter follows regime-switching ...
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Controlling The Spatial Deposition Of Electrospun Fibre.
... with time-varying voltages using the (a) sine wave or (b) triangle wave voltage, and the (c) corresponding profile plots of the greyscale average as a function of position on the ...
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Statistics authors titles recent submissions
... of time varying parameters is quite novel in the literature on func- tional data ...a time constant parameter function in the case of a classical fully-functional regression ...
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this PDF file Robust Model Reference Adaptive Control of Angular Velocity Control Simulation of Brushed DC Motor | Anwari | Jurnal Teknik Elektro 1 PB
... Electric motors play an important role in industry as well as our day-to-day life. They are used to generate electrical power in power plants and provide mechanical work in industries. They are also an indispensable part ...
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Directory UMM :Data Elmu:jurnal:J-a:Journal of Econometrics:Vol101.Issue2.2001:
... Journal of Econometrics 101 2001 383 Author index to volume 101 Ahn, S.C., Lee, Y.H., Schmidt, P., GMM estimation of linear panel data models with time-varying individual e!ects 219 [r] ...
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