THE USE OF HETEROSCEDASTIC MODEL FOR RISK PREDICTION
The first and the second order of GARCH model can be used in volatility modeling of stock price return, whose the risk then will be predicted. Being presented, firstly, the stationarity and parameter estimation of the model. It turns out stationarity and parameter estimation are able to a effect the...
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| 格式: | Final Project |
| 語言: | Indonesia |
| 在線閱讀: | https://digilib.itb.ac.id/gdl/view/21744 |
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