Author Details

Khaeruddin, Khaeruddin, Department Mathematics, FMIPA Universitas Hasanuddin, Indonesia

  • Vol 10, No 2 (2022): Juli - Articles
    An Empirical Study for Comparison of Estimation Methods for Value at Risk, Tail Value at Risk, and Adjusted Tail Value at Risk Using Extreme Value Theory Approach to Stock Market Index
    Abstract  PDF