Metode backtesting size of tail loss untuk validasi VaR (Value at Risk)
| Main Authors: | , SUPIAN, , Dr. Dedi Rosadi, M.Sc |
|---|---|
| Format: | Thesis NonPeerReviewed |
| Terbitan: |
[Yogyakarta] : Universitas Gadjah Mada
, 2008
|
| Subjects: | |
| Online Access: |
https://repository.ugm.ac.id/78236/ http://etd.ugm.ac.id/index.php?mod=penelitian_detail&sub=PenelitianDetail&act=view&typ=html&buku_id=39101 |