Is the best generalized autoregressive conditional heteroskedasticity(p,q) value-at-risk estimate also the best in reality? An evidence from Australian interconnected power markets

Rangga Handika, Sigit Triandaru

Research output: Contribution to journal › Article › peer-review

Fingerprint

Dive into the research topics of 'Is the best generalized autoregressive conditional heteroskedasticity(p,q) value-at-risk estimate also the best in reality? An evidence from Australian interconnected power markets'. Together they form a unique fingerprint.

Business & Economics

Engineering & Materials Science