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<< /S /GoTo /D (section.1) >>
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4 0 obj
(Introduction)
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<< /S /GoTo /D (section.2) >>
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8 0 obj
(Literature Review)
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9 0 obj
<< /S /GoTo /D (subsection.2.1) >>
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12 0 obj
(ARIMAX-GARCHX Modeling)
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13 0 obj
<< /S /GoTo /D (subsection.2.2) >>
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16 0 obj
(Value-at-Risk)
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17 0 obj
<< /S /GoTo /D (section.3) >>
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20 0 obj
(Research Method)
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21 0 obj
<< /S /GoTo /D (section.4) >>
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24 0 obj
(Result and Discussion)
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25 0 obj
<< /S /GoTo /D (subsection.4.1) >>
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28 0 obj
(Characteristics of Data)
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<< /S /GoTo /D (subsection.4.2) >>
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32 0 obj
(Identification of ARIMAX Model)
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<< /S /GoTo /D (subsection.4.3) >>
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36 0 obj
(Identification of the ARCH/GARCH Effect)
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<< /S /GoTo /D (subsection.4.4) >>
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40 0 obj
(Identification of GARCHX models)
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<< /S /GoTo /D (subsection.4.5) >>
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(Estimation and Significance Test of the ARIMAX-GARCHX Model Parameter)
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<< /S /GoTo /D (subsection.4.6) >>
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48 0 obj
(Calculation of Value-at-Risk)
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<< /S /GoTo /D (section.5) >>
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52 0 obj
(Conclusion and Suggestion)
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<< /S /GoTo /D [54 0 R /Fit] >>
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