APPLICATION OF GARCH-COPULA AND SEQUENCE ALIGNMENT METHOD ON THE MEASUREMENT OF DEPENDENCE BETWEEN TWO STOCKS DATA
Measurement of the dependence between international stock market is important for investors to choose a couple of stocks for aportfolio and manage its risks. Measuring the dependence related to synchronizing two stocks market data which has different length because of different working days or nati...
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| 格式: | Final Project |
| 語言: | Indonesia |
| 在線閱讀: | https://digilib.itb.ac.id/gdl/view/22139 |
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| 機構: | Institut Teknologi Bandung |
| 語言: | Indonesia |