Application of GARCH and Value-at-Risk (VaR) Models in Stochastic Analysis of LQ45 Index Volatility

Publication Name : Jurnal Penelitian Pendidikan IPA 11 (8), 815-827, 2025

Citation :

Date : 2025

Publication URL

https://scholar.google.com/scholar?q=+intitle:"Application of GARCH and Value-at-Risk (VaR) Models in Stochastic Analysis of LQ45 Index Volatility"

Authors

TAUFIQ ISKANDAR

S1 - Matematika

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