Pengukuran risiko pasar portofolio saham PT XYZ dengan value at risk dan expected shortfall model volatilitas GARCH = Market risk measurement of PT XYZ's stocks portofolio with value at risk and expected shortfall on GARCH volatility model
| Main Authors: | Suirwan, author, Add author: Bambang Hermanto, supervisor, Add author: Mochamad Muslich, examiner, Add author: Dewi Hanggraeni, examiner |
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| Format: | Masters Bachelors |
| Terbitan: |
Universitas Indonesia
, 2011
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| Subjects: | |
| Online Access: |
https://lib.ui.ac.id/detail?id=20285965 |
Internet
https://lib.ui.ac.id/detail?id=20285965Lokasi
| Koleksi | Repository Skripsi (open) Universitas Indonesia |
|---|---|
| Gedung | Perpustakaan Universitas Indonesia |
| Institusi | Universitas Indonesia |
| Kota | KOTA DEPOK |
| Provinsi | JAWA BARAT |
| Kontak | Butuh informasi lebih lanjut? Hubungi pustakawan institusi ini. |