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Mr. Alberto Simanjuntak

1 article
Indonesia Department of Mathematics, Faculty of Mathematics and Natural Sciences, Universitas Padjadjaran
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ARIMA-GARCH Model for Estimation of Value-at-Risk and Expected shortfall Some of Stocks in Indonesian Capital Market
Sukono Sukono Department of Mathemetics, Faculty of Mathematics and Natural Sciences, Universitas Padjadjaran
Agus Santoso Department of Statistics, Faculty of Sciences andTechnology, Universitas Terbuka
Abdul Talib Bon UNIVERSITI TUN HUSSEIN ONN MALAYSIA
Puspa Liza Ghazali Faculty of Business and Management, Universiti Sultan Zainal Abidin
+2 more
Financial Engineering 2019
1st GCC International Conference on Industrial Engineering and Operations Management