QUANTILE REGRESSION MODEL FOR VALUE-AT-RISK PREDICTION
The quantile regression model is a modern regression model that appears as an alternative to fulfilling the assumptions that failed to be obtained in the classical regression model. This model is able to model the entire distribution of the data. This feature is obtained because the quantile regr...
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| Format: | Final Project |
| Language: | Indonesia |
| Online Access: | https://digilib.itb.ac.id/gdl/view/50074 |
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| Institution: | Institut Teknologi Bandung |
| Language: | Indonesia |