Cite
Risk analysis on agricultural commodity portfolio using Value at Risk (VaR) and Expected Shortfall (ES) based on ARIMA-GARCH.
MLA
Azmi, Ulil, et al. “Risk Analysis on Agricultural Commodity Portfolio Using Value at Risk (VaR) and Expected Shortfall (ES) Based on ARIMA-GARCH.” AIP Conference Proceedings, vol. 2641, no. 1, Dec. 2022, pp. 1–7. EBSCOhost, https://doi.org/10.1063/5.0115885.
APA
Azmi, U., Siswono, G. O., Syaifudin, W. H., Saputra, W. H., Ningtyas, P. M. A., Mufid, M. S., & Adzkiya, D. (2022). Risk analysis on agricultural commodity portfolio using Value at Risk (VaR) and Expected Shortfall (ES) based on ARIMA-GARCH. AIP Conference Proceedings, 2641(1), 1–7. https://doi.org/10.1063/5.0115885
Chicago
Azmi, Ulil, Galuh Oktavia Siswono, Wawan Hafid Syaifudin, Wisnowan Hendy Saputra, Putu Maharani Anggun Ningtyas, Muhammad Syifa’ul Mufid, and Dieky Adzkiya. 2022. “Risk Analysis on Agricultural Commodity Portfolio Using Value at Risk (VaR) and Expected Shortfall (ES) Based on ARIMA-GARCH.” AIP Conference Proceedings 2641 (1): 1–7. doi:10.1063/5.0115885.