The Study of Value-At-Risk Calculation and Back-testing Using the ARMA-GARCH Model Based on Stock Returns: An Overview
RA Hidayana, S Subiyanto… - International Journal of …, 2022 - journal.rescollacomm.com
Stocks are investment instruments that provide returns but tend to be risky. The most
important component of investing is volatility, where volatility is identical to the standard …
important component of investing is volatility, where volatility is identical to the standard …