Details about Kusdhianto Setiawan
Access statistics for papers by Kusdhianto Setiawan.
Last updated 2023-03-16. Update your information in the RePEc Author Service.
Short-id: pse413
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Journal Articles
Working Papers
2014
- ESTIMATION OF VECTOR ERROR CORRECTION MODEL WITH GARCH ERRORS: MONTE CARLO SIMULATION AND APPLICATIONS
EcoMod2014, EcoMod
View citations (3)
Journal Articles
2014
- Global stock market landscape: an application of minimum spanning tree technique
International Journal of Operational Research, 2014, 20, (1), 41-67
- Household consumption smoothing through equity investment in the USA and Japan: an empirical examination of the consumption-capital asset pricing model (C-CAPM)
International Journal of Economics and Business Research, 2014, 7, (1), 72-103
2012
- REEXAMINATION OF DYNAMIC BETAINTERNATIONAL CAPM: A SUR WITH GARCH APPROACH
Review of Economic and Business Studies, 2012, (10), 105-127