Risk evaluation on leading companies in property and real estate subsector at IDX: A Value-at-Risk with ARMAX-GARCHX approach and duration test

Dedy Dwi Prastyo, Dwi Handayani, Soo Fen Fam, Santi Puteri Rahayu, Suhartono, Ni Luh Putu Satyaning Pradnya Paramita

Research output: Contribution to journalConference articlepeer-review

5 Citations (Scopus)

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Economics, Econometrics and Finance