Zobrazeno 1 - 2
of 2
pro vyhledávání: '"Inka B. Yusgiantoro"'
The dynamic quantile approach for VaR estimation: empirical evidence from Indonesia banking industry
Publikováno v:
Cogent Business & Management, Vol 11, Iss 1 (2024)
AbstractThis study estimates value-at-risk (VaR) to measure foreign exchange risk in Indonesia’s banking industry using quantile regression (QR) approach. Four large banks whose capital and assets were the biggest were observed, and their selection
Externí odkaz:
https://doaj.org/article/9ea9a07ae58e4c47be640c443f4df291
Highlights • Individual investors prefer to have an investment with high ROI rather than a low-profit investment with environmental and social benefits. • Males invest and donate more money than females in terms of quantity and frequency. • Peo
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::15913248b3dd9faff428f32af4443107
https://doi.org/10.33116/pycrr-1
https://doi.org/10.33116/pycrr-1