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Ratih, Iis Dewi, Ulama, Brodjol Sutijo Supri, Prastuti, Mike (2018) Value-at-Risk analysis using ARMAX GARCHX approach for estimating risk of banking subsector stock return’s. Journal of Physics: Conference Series, 974. 12029pp. doi:10.1088/1742-6596/974/1/012029

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Reference TypeJournal (article/letter/editorial)
TitleValue-at-Risk analysis using ARMAX GARCHX approach for estimating risk of banking subsector stock return’s
JournalJournal of Physics: Conference Series
AuthorsRatih, Iis DewiAuthor
Ulama, Brodjol Sutijo SupriAuthor
Prastuti, MikeAuthor
Year2018 (March)Volume974
PublisherIOP Publishing
DOIdoi:10.1088/1742-6596/974/1/012029Search in ResearchGate
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Mindat Ref. ID5280648Long-form Identifiermindat:1:5:5280648:9
GUID0
Full ReferenceRatih, Iis Dewi, Ulama, Brodjol Sutijo Supri, Prastuti, Mike (2018) Value-at-Risk analysis using ARMAX GARCHX approach for estimating risk of banking subsector stock return’s. Journal of Physics: Conference Series, 974. 12029pp. doi:10.1088/1742-6596/974/1/012029
Plain TextRatih, Iis Dewi, Ulama, Brodjol Sutijo Supri, Prastuti, Mike (2018) Value-at-Risk analysis using ARMAX GARCHX approach for estimating risk of banking subsector stock return’s. Journal of Physics: Conference Series, 974. 12029pp. doi:10.1088/1742-6596/974/1/012029
In(2018) Journal of Physics: Conference Series Vol. 974. IOP Publishing

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