"Quantile-Based Estimative VaR Forecast and Dependence Measure: A ..."

Khreshna Syuhada, Risti Nur'aini, Mahfudhotin (2020)

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DOI: 10.1155/2020/8276019

access: open

type: Journal Article

metadata version: 2020-07-16

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Khreshna Syuhada, Risti Nur'aini, Mahfudhotin:
Quantile-Based Estimative VaR Forecast and Dependence Measure: A Simulation Approach. J. Appl. Math. 2020: 8276019:1-8276019:14 (2020)

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