TY  - GENERIC
DO  - 10.20944/preprints202010.0191.v1
UR  - http://dx.doi.org/10.20944/preprints202010.0191.v1
TI  - ARIMA-GARCH Model and ARIMA-GARCH Ensemble for Value-at-Risk Prediction on Stocks Portfolio
T2  - Preprints
AU  - Tarno, Tarno
AU  - Maruddani, Di Asih I
AU  - Rahmawati, Rita
AU  - Hoyyi, Abdul
AU  - Trimono, Trimono
AU  - Munawar, Munawar
PY  - 2020
DA  - 2020/10/09
PB  - Preprints