Priyono A, Nugroho D, Susanto B. Pemodelan volatilitas return indeks saham menggunakan model GARCH(1,1) berdistribusi skew-normal. prisma [Internet]. 28Feb.2020 [cited 21Dec.2024];3:46-1. Available from: https://journal.unnes.ac.id/sju/prisma/article/view/37769