Combined Model of Markov Switching and Asymmetry of Generalized Seasonal Autoregressive Moving Average Conditional Heteroscedasticity for Early Detection of Financial Crisis in Hong Kong
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DOI: http://dx.doi.org/10.12962/j24775401.v10i2.21943
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International Journal of Computing Science and Applied Mathematics by Pusat Publikasi Ilmiah LPPM, Institut Teknologi Sepuluh Nopember is licensed under a Creative Commons Attribution-ShareAlike 4.0 International License.
Based on a work at https://iptek.its.ac.id/index.php/ijcsam.