Masalah autokorelasi dalam model autoregresif tingkat satu.

Penerapan model generalized autoregressive conditional heteroscedasticity (GARCH) pada model arbitrage pricing theory (APT) reksadana

Perbandingan peramalan harga emas antara model Generalized Autoregressive Conditional Heteroscedasticity dan Exponential Weighted Moving Average = Gold price forecasting comparison between Generalized Autoregressive Conditional Heteroscedasticity Model and Exponential Weighted Moving Average / Eka Setia Sukma

Pendeteksian outlier pada model autoregressive

Pengaruh autokorelasi dan skala waktu pada distribusi tingkat pengembalian = The effect of autocorrelation and timescale in return distribution