Value-at-Risk analysis using ARMAX GARCHX approach for estimating risk of banking subsector stock return’s
Ratih, Iis Dewi, Ulama, Brodjol Sutijo Supri, Prastuti, MikeVolume:
974
Language:
english
Journal:
Journal of Physics: Conference Series
DOI:
10.1088/1742-6596/974/1/012029
Date:
March, 2018
File:
PDF, 572 KB
english, 2018