اهتفاقثو اهرخفو ةملأا ةيأ ةيوه نم أزجتي لا اءزج يرامعملا ثارتلا لكشي . ةيخيراتلا ةرامعلا رصانع نا يف اهؤانبو اهميمصت مت دق ةيملاسلإا تابلطتمل يويحو لاعف لكشب ةباجتسلاا ىلع ةرداق نوكت ثيحب يضاملا ةينيدلاو ةيسفنلاو ةيعامتجلااو ةيئيبلاو ةيداملا سانلا . رضاحلا تقولا يف نويرامعملا نوسدنهملا موقي رصانعلا ذخأب اوذخأي ام ةداعو ميمصتلا عيراشم يف اهلاخدا و ةيملاسلإا ةيخيراتلا ينابملا نم ةفلتخملا نيوكت ر...

We consider a process X = (Xt)t∈Z belonging to a large class of causal models including AR(∞), ARCH(∞), TARCH(∞),... models. We assume that the model depends on a parameter θ0 ∈ IR and consider the problem of testing for change in the parameter. Two statistics Q̂ (1) n and Q̂ (2) n are constructed using quasi-likelihood estimator (QLME) of the parameter. Under the null hypothesis that there is no...

Financial markets have an important role in the economy of a country including Indonesia. One activities chosen by investors financial market is investing. In world investment, especially stocks, there phenomenon volatility, which situation where stock price value increases and decreases. Volatility this something that very interesting for because its impact on existence global markets. The pur...