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Browsing by Subject "Value at Risk (VaR), Heteroscedasticity, ARCH, Share."

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Calculation of Value at Risk (VaR) based on Autoregressive Conditional Heteroscedasticity (ARCH) model.

Mufti, Wahyuni Fatma; Darwis, Sutawanir; Hajarisman, Nusar (Universitas islam Bandung, )

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