ASYMMETRIC DISTRIBUTION IN MOD-VOLATILITY MODEL FOR RISK PREDICTION
Risk prediction is an important role in diverse fields especially in Finance and Insurance. Theoretically, assume a distribution give significant effect for risk prediction. Asymmetric distribution as the model conditional distribution used to capture potential skewness and heavy tails of the los...
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| Format: | Final Project |
| Language: | Indonesia |
| Online Access: | https://digilib.itb.ac.id/gdl/view/27023 |
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| Institution: | Institut Teknologi Bandung |
| Language: | Indonesia |