THE APPLICATION OF GUMBEL COPULA TO ESTIMATE VALUE AT RISK WITH BACKTESTING IN TELECOMMUNICATION STOCK
The Value at Risk (VaR) method refers to a statistical risk measurement tool used to determine the maximum loss of an investment, while the distribution that must be met is the normal distribution. This is not in line with the actual situation, because the distribution of the return value is found t...
保存先:
| 主要な著者: | , , |
|---|---|
| フォーマット: | Artigo |
| 言語: | Inglês |
| 出版事項: |
Universitas Pattimura
2023-04-01
|
| シリーズ: | Barekeng |
| 主題: | |
| オンライン･アクセス: | https://ojs3.unpatti.ac.id/index.php/barekeng/article/view/6953 |
| タグ: |
タグなし, このレコードへの初めてのタグを付けませんか!
|