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Kusdhianto Setiawan

Personal Details

First Name:Kusdhianto
Middle Name:
Last Name:Setiawan
Suffix:
RePEc Short-ID:pse413
[This author has chosen not to make the email address public]

Affiliation

Fakultas Ekonomika dan Bisnis
Universitas Gadjah Mada

Yogyakarta, Indonesia
https://feb.ugm.ac.id/
RePEc:edi:esugmid (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Kusdhianto Setiawan & Koichi Maekawa, 2014. "Estimation Of Vector Error Correction Model With Garch Errors: Monte Carlo Simulation And Applications," EcoMod2014 7002, EcoMod.

Articles

  1. Kusdhianto Setiawan, 2014. "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, Inderscience Enterprises Ltd, vol. 7(1), pages 72-103.
  2. Kusdhianto Setiawan, 2014. "Global stock market landscape: an application of minimum spanning tree technique," International Journal of Operational Research, Inderscience Enterprises Ltd, vol. 20(1), pages 41-67.
  3. Kusdhianto SETIAWAN, 2012. "Reexamination Of Dynamic Betainternational Capm: A Sur With Garch Approach," Review of Economic and Business Studies, Alexandru Ioan Cuza University, Faculty of Economics and Business Administration, issue 10, pages 105-127, December.

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Working papers

  1. Kusdhianto Setiawan & Koichi Maekawa, 2014. "Estimation Of Vector Error Correction Model With Garch Errors: Monte Carlo Simulation And Applications," EcoMod2014 7002, EcoMod.

    Cited by:

    1. Esposti, Roberto, 2021. "On the long-term common movement of resource and commodity prices.A methodological proposal," Resources Policy, Elsevier, vol. 72(C).
    2. Lourdes Uribe & Benjamin Perea & Gerardo Hernández-del-Valle & Oliver Schütze, 2018. "A Hybrid Metaheuristic for the Efficient Solution of GARCH with Trend Models," Computational Economics, Springer;Society for Computational Economics, vol. 52(1), pages 145-166, June.
    3. Siami-Namini, Sima & Hudson, Darren, 2017. "Volatility Spillover Between Oil Prices, Us Dollar Exchange Rates And International Agricultural Commodities Prices," 2017 Annual Meeting, February 4-7, 2017, Mobile, Alabama 252845, Southern Agricultural Economics Association.
    4. Esposti, Roberto, 2017. "What Makes Commodity Prices Move Together? An Answer From A Dynamic Factor Model," 2017 International Congress, August 28-September 1, 2017, Parma, Italy 260889, European Association of Agricultural Economists.

Articles

    Sorry, no citations of articles recorded.

More information

Research fields, statistics, top rankings, if available.

Statistics

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NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 1 paper announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-ECM: Econometrics (1) 2014-09-05
  2. NEP-ETS: Econometric Time Series (1) 2014-09-05
  3. NEP-SEA: South East Asia (1) 2014-09-05

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