ARMA-GARCH model for value-at-risk (VaR) prediction on stocks of PT. Astra Agro Lestari. Tbk

Publication Name : J. Math. Comput. Sci. 11 (2), 2136-2152, 2021

Citation : 3

Date : 2021


Publication URL
https://scholar.google.com/scholar?q=+intitle:"ARMA-GARCH model for value-at-risk (VaR) prediction on stocks of PT. Astra Agro Lestari. Tbk"