VaR prediction for GARCH (1,1) model with normal and student-t error distribution
- Publication date
- 20 January 2022
- Publisher
- Department of Mathematics and Science Education, Faculty of Teacher Training and Education, University of Mataram. Jurnal Pijar MIPA colaborates with Perkumpulan Pendidik IPA Indonesia Wilayah Nusa Tenggara Barat