Calculation of Value at Risk (VaR) based on Autoregressive Conditional Heteroscedasticity (ARCH) model
| Main Authors: | Mufti, Wahyuni Fatma, Darwis, Sutawanir, Hajarisman, Nusar |
|---|---|
| Format: | Article info Quantitative Kuantitatif application/pdf |
| Bahasa: | ind |
| Terbitan: |
Universitas islam Bandung
, 2016
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| Subjects: | |
| Online Access: |
http://karyailmiah.unisba.ac.id/index.php/statistika/article/view/2624 http://karyailmiah.unisba.ac.id/index.php/statistika/article/view/2624/pdf |