ARIMA-GARCH model for estimation of value-at-risk and expected shortfall of some stocks in Indonesian capital market.
Chicago Style (17th ed.) CitationARIMA-GARCH Model for Estimation of Value-at-risk and Expected Shortfall of Some Stocks in Indonesian Capital Market.
MLA (9th ed.) CitationARIMA-GARCH Model for Estimation of Value-at-risk and Expected Shortfall of Some Stocks in Indonesian Capital Market.
Warning: These citations may not always be 100% accurate.