APPLICATION OF HYBRID LSTAR-GARCH MODEL WITH EXPECTED TAILL LOSS IN PREDICTING THE PRICE MOVEMENT OF BITCOIN CRYPTOCURRENCY AGAINST RUPIAH CURRENCY
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DOI: http://dx.doi.org/10.30829/zero.v7i1.17149
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Department of Mathematics
Faculty of Science and Technology
State Islamic University of North Sumatra
Campus IV Medan Tuntungan, North Sumatra, Indonesia
Email: mtk.saintek@uinsu.ac.id
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