{"title":"Risk analysis on agricultural commodity portfolio using Value at Risk (VaR) and Expected Shortfall (ES) based on ARIMA-GARCH","authors":"Ulil Azmi, Galuh Oktavia Siswono, Wawan Hafid Syaifudin, Wisnowan Hendy Saputra, Putu Maharani Anggun Ningtyas","doi":"10.1063/5.0115885","DOIUrl":null,"url":null,"abstract":"","PeriodicalId":56955,"journal":{"name":"应用数学与计算数学学报","volume":"78 1","pages":""},"PeriodicalIF":0.0000,"publicationDate":"2022-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"1","resultStr":null,"platform":"Semanticscholar","paperid":null,"PeriodicalName":"应用数学与计算数学学报","FirstCategoryId":"1089","ListUrlMain":"https://doi.org/10.1063/5.0115885","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"","JCRName":"","Score":null,"Total":0}
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