ARMA-GARCH MODEL FOR VALUE-AT-RISK (VaR) PREDICTION ON STOCKS OF PT. ASTRA AGRO LESTARI.Tbk

Publication Name : Journal of Mathematical and Computational Science (JMCS) 11 (2), 2136-2152, 2021

Citation :

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"