Mufti, Wahyuni Fatma, Faculty of MIPA, Statistics, Bandung Islamic University, Indonesia

• Vol 2, No 1, Prosiding Statistika (Februari, 2016) - Artikel
  Calculation of Value at Risk (VaR) based on Autoregressive Conditional Heteroscedasticity (ARCH) model.
  Abstract  PDF (Bahasa Indonesia)