Arsip Modified Value-at-Risk

Modified Value-at-risk Di Bawah CAPM Dengan Pendekatan Model ARMAX-GARCH (Modified Value-at-risk Under CAPM By ARMAX-GARCH Model Approach)

Dalam paper ini dibahas pengukuran risiko investasi berdasarkan Modified Value-at-Risk ...

The Impact of Skewness and Kurtosis for VaR Calculation

This paper investigates the effect of skewness and kurtosis in ...