Escolar Documentos
Profissional Documentos
Cultura Documentos
Asriadi, Adi dan Taryo.(2005). Model Time Series Auto Regressive untuk Menentukan Nilai
Auto Regressive untuk Menentukan Nilai Tukar mata Uang Rupiah terhadap Dollar
Amerika. Jurusan Matematika UNJ.
Berument, Hakan, K. Metin-Ozkan and B. Neyapti. (2001). Modelling Inflation Uncertainty
Using EGARCH: An Application toTurkey. Department of Economic Bilkent University.
1 Oktober 2009. www.econturk.org.
Bollerslev, T. (1986). Generalized Autoregressive Conditional heteroskedasticity, Journal of
Econometrics, vol. 31, hal 307 327.
Box, G. E. P, Gwilym M. J and Gregory C. R. (2008). Time Series Analysis Forecasting and
Control. A John Wiley & Sons, Inc., Publication.
Chen, W.Y. (2005). A Comparison of Forecasting Models for ASEAN Equity Markets,
Sunway Academic Journal, vol. 2, hal 1 12.
Cryer, J. D. (1986). Time Series Analysis. PWS Publishers Duxbury Press, Boston.
Engle, R. F. (1982). Autoregressive Conditional Heteroscedasticity with Estimates of the
Variance of United Kingdom Inflation, Econometrica, vol 50, hal 987 1006.
Eviews 4 Users Guide. (2001). Irvine. CA : Quantitative Micro Software.
Firdanianty. 2003. Mengukur Keperkasaan Euro. www.swa.co.id.
Floros, C. (2005). Forecasting The UK Unemployment Rate: Model Comparisons,
International Journal of Applied Econometrics and Quantitative Studies, vol. 2 4, hal 57
72.
Hestiningtyas, R dan Winita S. (2009). Pemodelan TARCH pada Nilai Tukar Kurs Euro
terhadap Rupiah. Prosiding Seminar Nasional Matematika dan Pendidikan Matematika. 5
Desember 2009. ISBN:978-979-16353-3-2.
Kurs Uang Kertas Asing Mata Uang Euro. 15 Oktober 2009. www.bi.go.id.
Ozdemir, K. A and S. Yigit. (2009). Inflation Targeting and Exchange Rate
Dynamics:Evidence From Turkey. Research and Monetary Policy Department Working
Paper No:09/01. 1 Oktober 2009. ideas.repec.org.
Return. 1 Oktober 2009. www.investorwords.com.
Rosadi,
D.
(2006).
Pengantar
Analisa
Runtun
Waktu.
Oktober
2009.
dedirosadi.staff.ugm.ac.id
Suhartono. (2007). Feedforward Neural Networks untuk Pemodelan Runtun Waktu. Jurusan
Matematika. Fakultas Matematika dan Ilmu Pengetahuan Alam. Universitas Gadjah
Mada: Yogyakarta (Disertasi).
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