Browsing Accounting & Finance by Author "Handika, Rangga"
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Commodities returns’ volatility in financialization era
Handika, Rangga; Sondi Putra, Iswahyudi (Emerald, 2015-10-23)This paper aims to indirectly evaluate the accuracy of various volatility models using a value-at-risk (VaR) approach and to investigate the relationship between the accuracy of volatility modelling and investments performance ...