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Nusyirwan, Nusyirwan and Ade, Yulian and Aang, Nuryaman (2019) GENERALIZED AUTOREGRESSIVE CONDITIONAL HETEROSKEDASTICITY IN MEAN (GARCH-M) MODEL IN STOCK PRICE DATA FOR ESTIMATION OF VALUE AT RISK (VaR). In: SN-SMIAP 5 2019 FMIPA UNILA, 24 Oktober 2019, FMIPA UNILA. (Submitted)