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...
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| Format: | Final Project |
| Language: | Indonesia |
| Online Access: | https://digilib.itb.ac.id/gdl/view/22893 |
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| Institution: | Institut Teknologi Bandung |
| Language: | Indonesia |