Cogent Business & Management
Volume 11, 2024 - Issue 1
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Banking & Finance
The dynamic quantile approach for VaR estimation: empirical evidence from Indonesia banking industry
Siti Saadaha Faculty of Economics and Business, Atma Jaya Catholic University of Indonesia, Jakarta, IndonesiaCorrespondence[email protected]
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Yohanes B. Suhartokoa Faculty of Economics and Business, Atma Jaya Catholic University of Indonesia, Jakarta, IndonesiaView further author information
, Stanislaus S. Uyantoa Faculty of Economics and Business, Atma Jaya Catholic University of Indonesia, Jakarta, IndonesiaView further author information
& Inka B. Yusgiantorob Indonesia Financial Services Authorities, Jakarta, IndonesiaView further author information
Article: 2305606
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Received 14 Jul 2023, Accepted 08 Jan 2024, Published online: 24 Jan 2024
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