VALUE-AT-RISK PREDICTION FOR ARCH(1) AND SVAR(1) MODELS

VALUE-AT-RISK PREDICTION FOR ARCH(1) AND SVAR(1) MODELS

<br /> <br /> <br /> <br /> <br /> <br /> <br /> <br /> <br /> <br /> <br /> <br /> <br /> <br /> <br /> Value-at-Risk is a risk measure to predict maximum loss of assets. In this thesis, we are c...

Full description

Saved in:
Bibliographic Details
Main Author: TYAS RAHMADANI (NIM :10108098); Pembimbing : Khreshna I.A. Syuhada, M.Sc, Ph.D, NURUL
Format: Final Project
Language:Indonesia
Online Access:https://digilib.itb.ac.id/gdl/view/16760
Tags: Add Tag
No Tags, Be the first to tag this record!
Institution: Institut Teknologi Bandung
Language: Indonesia

Internet

https://digilib.itb.ac.id/gdl/view/16760

Similar Items