Work

On the Estimation of Financial Risk: A Theoretical Exploration Using ARIMA-GARCH Models

Year: 2024

Type: conference-paper

Source: IEEE International Conference on Computing (ICOCO)

DOI: 10.1109/icoco62848.2024.10928273

Authors: Ainur Aizeah Azman Husni, Nur Dina Shuhaili, Noor Fadhilah Ahmad Radi, Pauline Jin Wee Mah, Nor Azura Md Ghani, Mahayaudin M. Mansor

Institutions: Universiti Teknologi MARA System, Universiti Teknologi MARA

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

Funder: Ministry of Higher Education

OpenAlex ID: W4408792874

FWCI:

Cites: 11

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Related to: 10