Hadiyat, Mochammad Arbi and Iriawan, Nur and Mulyono, Slamet (2007) Regime Switching GARCH : An Application to Dowjones Index Return. Proceeding of 5th International Conference on Mathematics and Its Applications. ISSN ISBN: 978-979-95118-9-8
Hadiyat, Mochammad Arbi and Iriawan, Nur and Mulyono, Slamet (2007) On the Markov Switching GARCH: a Brief Introductory. Proceeding of The 2nd Joint Conference Indonesia Malaysia on Mathematics and Statistics . ISSN 1978-614X