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Puspa Liza, Ghazali and Sukono, . and Soeryana, E and Simanjuntak, A and Santoso, A and Bon, A.T. (2019) ARIMA-GARCH model for estimation of value-at-risk and expected shortfall of some stocks in Indonesian capital market. In: 1st GCC International Conference on Industrial Engineering and Operations Management, IEOM 2019;, 26-28 November 2019, riyadh; Saudi Arabia.
Puspa Liza, Ghazali and Sukono, . and Soeryana, E and Belladina, N and Santoso, A and Bon, A.T. (2019) Analysis of causality relationship between the composite stock price index (CSPI) Jakarta with large companies in Indonesia. In: 1st GCC International Conference on Industrial Engineering and Operations Management, IEOM 2019, 26-28 November 2019, Saudi Arabia.