Time series modeling for risk of stock price with value at risk computation

Author:

Devianto Dodi,Maiyastri ,Fadhilla Dian Rezki

Publisher

Hikari, Ltd.

Subject

Applied Mathematics

Cited by 6 articles. 订阅此论文施引文献 订阅此论文施引文献,注册后可以免费订阅5篇论文的施引文献,订阅后可以查看论文全部施引文献

1. The soft computing FFNN method for adjusting heteroscedasticity on the time series model of currency exchange rate;Frontiers in Applied Mathematics and Statistics;2023-04-17

2. Modeling Economic Security Risks for Russian Regions in the Context of Sanctions Pressure;Economic and Social Changes: Facts, Trends, Forecast / Экономические и социальные перемены: факты, тенденции, прогноз;2023

3. The hybrid model of autoregressive integrated moving average and fuzzy time series Markov chain on long-memory data;Frontiers in Applied Mathematics and Statistics;2022-12-05

4. The model of life insurance claims with actuarial smoothing approach by using GLM Poisson regression;INTERNATIONAL CONFERENCE ON SCIENCE AND APPLIED SCIENCE (ICSAS2020);2020

5. The forecasting model of Bitcoin price with fuzzy time series Markov chain and chen logical method;INTERNATIONAL CONFERENCE ON SCIENCE AND APPLIED SCIENCE (ICSAS2020);2020

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