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...
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| Format: | Final Project |
| Language: | Indonesia |
| Online Access: | https://digilib.itb.ac.id/gdl/view/16760 |
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| Institution: | Institut Teknologi Bandung |
| Language: | Indonesia |