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

DOI : 10.28919/jmcs/5453

Date : 2021


Publication URL
https://www.scopus.com/record/display.uri?eid=2-s2.0-85103378326&origin=resultslist&sort=plf-f
Type
Journal
ISSN
Volume
11
Page
2136-2152