RISK MEASURE FOR STOCHASTIC AGGREGATION
Determining risk measure for aggregation may not be separated from the components of aggregation. Components of aggregation is a time series data that may be modeled by using GARCH (1,1). Depedence between the component of aggregation will be an interesting topic to discuss. Joint distribution funct...
Saved in:
| 主要作者: | |
|---|---|
| 格式: | Final Project |
| 語言: | Indonesia |
| 在線閱讀: | https://digilib.itb.ac.id/gdl/view/22893 |
| 標簽: |
添加標簽
沒有標簽, 成為第一個標記此記錄!
|