ESTIMASI NILAI CONDITIONAL VALUE AT RISK (CVaR) PORTOFOLIO MENGGUNAKAN METODE EVT-GJR-VINE COPULA
| Main Authors: | SUDINA, NI WAYAN UCHI YUSHI ARI, DHARMAWAN, KOMANG, SUMARJAYA, I WAYAN |
|---|---|
| Format: | Article info application/pdf eJournal |
| Bahasa: | eng |
| Terbitan: |
Mathematics Department, Faculty of Mathematics and Natural Sciences, Udayana University
, 2019
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| Online Access: |
https://ojs.unud.ac.id/index.php/mtk/article/view/46508 https://ojs.unud.ac.id/index.php/mtk/article/view/46508/28048 |
Internet
https://ojs.unud.ac.id/index.php/mtk/article/view/46508https://ojs.unud.ac.id/index.php/mtk/article/view/46508/28048
Lokasi
| Koleksi | E-Jurnal Matematika |
|---|---|
| Gedung | Perpustakaan Universitas Udayana |
| Institusi | Universitas Udayana |
| Kota | BADUNG |
| Provinsi | BALI |
| Kontak | Butuh informasi lebih lanjut? Hubungi pustakawan institusi ini. |