Zobrazeno 1 - 6
of 6
pro vyhledávání: '"Stanislaus S. Uyanto"'
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
Autor:
Nuning Trihadmini, Siti Saadah, YB Suhartoko, Stanislaus S. Uyanto, Teresia Angelia Kusumahadi
Publikováno v:
Madani: Jurnal Pengabdian kepada Masyarakat, Vol 8, Iss 2 (2022)
Problems with data processing and analysis capabilities often hinder lecturers and students in producing research work. Likewise, employees in the financial sector perform data processing in order to support their tasks, namely being able to analyze
Externí odkaz:
https://doaj.org/article/8ea9e8eeaf4745de8fa48432292252b5
Autor:
Stanislaus S. Uyanto
Publikováno v:
Austrian Journal of Statistics, Vol 51, Iss 3 (2022)
The assumption of normality needs to be checked for many statistical procedures, namely parametric tests, because their validity depends on it. Given the importance of this subject and the widespread development of normality tests, comprehensive desc
Externí odkaz:
https://doaj.org/article/ceda1b719c4244bb8437be14a09ca6f4
Autor:
Stanislaus S. Uyanto
Publikováno v:
Pakistan Journal of Statistics and Operation Research. :119-130
In regression analysis, autocorrelation of the error terms violates the ordinary least squares assumption that the error terms are uncorrelated. The consequence is that the estimates of coefficients and their standard errors will be wrong if the auto
Autor:
Stanislaus S. Uyanto
Publikováno v:
Communications in Statistics - Simulation and Computation. 51:2065-2082
Assumption of the classical linear regression model states that the disturbances should have a constant (equal) variance. When this requirement is not met, the loss in efficiency in using ordinary ...
Autor:
Stanislaus S. Uyanto
Publikováno v:
Communications in Statistics - Theory and Methods. 46:6874-6881
This article derives a new coefficient of relationship of two symmetric alpha-stable variables when alpha in the interval (1,2] based on covariation. Its numerical value ranges from −1 to +1. Simulation studies are used to evaluate the performance