More integrated financial sector has made market risk arising from volatility of exchange rate critical for banking industry. In attempt to mitigate such risk, this study aims to measure risk from IDR/USD exchange rate movement using value-at riskā¦
Tags:Asymmetric GARCH; Generalized error distribution,Repository, Repository Horizon University Indonesia, Repository Universitas Horizon Indonesia, Horizon.ac.id, Horizon University Indonesia, Universitas Horizon Indonesia, HorizonU, Repo Horizon , JURNAL NASIONAL AKUNTANSI,Repository, Repository Horizon University Indonesia, Repository Universitas Horizon Indonesia, Horizon.ac.id, Horizon University Indonesia, Universitas Horizon Indonesia, HorizonU, Repo Horizon , Standard GARCH; Value at risk