Volatility Model For Financial Market Risk Management : An Analysis on JSX Index Return Covariance Matrix | Zendy

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Volatility Model For Financial Market Risk Management : An Analysis on JSX Index Return Covariance Matrix

Author(s) -

Erie Febrian,

Aldrin Herwany

Publication year - 2006

Publication title -

ssrn electronic journal

Language(s) - English

Resource type - Journals

ISSN - 1556-5068

DOI - 10.2139/ssrn.1150384

Subject(s) - index (typography) , volatility (finance) , market risk , economics , business , econometrics , financial economics , computer science , world wide web

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