Time series analysis and forecasting with statistical models, exponential smoothing, and curve-fitting techniques.
Repository ini berisi kumpulan tugas dan analisis Analisis Deret Waktu yang mencakup implementasi model ARCH dan GARCH menggunakan bahasa pemrograman R.
Analysis of price interlinkages, volatility, and long-run cointegration among Gold ETFs, Sovereign Gold Bonds (SGBs), and Physical Gold in India (2015–2025)
Quantitative risk management project implementing GARCH(1,1) volatility estimation, VaR and Expected Shortfall computation, and backtesting (Kupiec test) applied to Peruvian ADRs (BAP, BVN)
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