COPULA BASED PREDICTION MODEL
Pearson's correlation coefficient is a measure of association which widely used in many fields. However, Pearson's correlation coefficient has limitation to detect non-linear association. Kendall's Tau and Spearman's Rho are measures of association which can detect both linear an...
Saved in:
Main Author: | (NIM : 10108090); Pembimbing : Khreshna I.A. Syuhada, M.Sc, Ph.D, OCTAVINA |
---|---|
Format: | Final Project |
Language: | Indonesia |
Online Access: | https://digilib.itb.ac.id/gdl/view/16770 |
Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
Institution: | Institut Teknologi Bandung |
Language: | Indonesia |
Similar Items
-
PREDICTION MODEL INAR(1) FOR THE HEALTH STATUS
by: SIHOMBING (NIM : 10108107); Pembimbing : Khreshna I.A. Syuhada, M.Sc, Ph.D, FEBRINA -
VALUE-AT-RISK PREDICTION FOR ARCH(1) AND SVAR(1) MODELS
by: TYAS RAHMADANI (NIM :10108098); Pembimbing : Khreshna I.A. Syuhada, M.Sc, Ph.D, NURUL -
BACKTESTING VALUE-AT-RISK FOR DURATION BASED MODEL
by: PUTRI (NIM : 10108108); Pembimbing : Khreshna I.A. Syuhada, M.Sc, Ph.D, INNEKE -
PREDICTION OF VALUE-AT-RISK ON THE CHANGES IN STOCK PRICE OF A COMPANY
by: RAFQI (NIM : 10107099); pembimbing : Khreshna I.A. Syuhada, M.Sc, Ph.D, MUHAMMAD -
INAR(2) MODEL FOR NUMBER OF CLAIMS
by: (NIM: 20810002); Pembimbing: Khreshna I.A. Syuhada, M.Sc, Ph.D., RAFIDHA