VOLATILITY MODELS AND SDPP PREDICTION BASED ON CONDITIONAL MEAN AND VARIANCE
Conditional mean and variance random variables are the main components of SDPP (Standard Deviation Premium-Principle) risk measure that can be used to quantify the risk (loss). In this Final Project, the calculation of conditional mean and variance with its predictors are analyzed through two kinds...
Saved in:
| Main Author: | |
|---|---|
| Format: | Final Project |
| Language: | Indonesia |
| Online Access: | https://digilib.itb.ac.id/gdl/view/27005 |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
| Institution: | Institut Teknologi Bandung |
| Language: | Indonesia |