2018 : Value-at-Risk Modeling on Stock Return with Exogenous Variables using ARMAX-GARCHX Approach2018 : Value-at-Risk Modeling on Stock Return with Exogenous Variables using ARMAX-GARCHX Approach

Dr. , Ir. Setiawan M.S.
Dr Suhartono S.Si., M.Sc
Dedy Dwi Prastyo S.Si., M.Si.