"Forecasting Value at Risk of Foreign Exchange Rate by Integrating ..."

Siti Noorfaera Karim, Maheran Mohd Jaffar (2018)

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DOI: 10.1007/978-981-13-3441-2_15

access: closed

type: Conference or Workshop Paper

metadata version: 2023-03-21

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Siti Noorfaera Karim, Maheran Mohd Jaffar:
Forecasting Value at Risk of Foreign Exchange Rate by Integrating Geometric Brownian Motion. SCDS 2018: 186-198

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