Perhitungan Value at Risk dan Expected Shortfall pada Indeks Saham dengan Model Volatilitas GARCH
| Main Author: | Rachmawati, Fitri |
|---|---|
| Format: | Thesis NonPeerReviewed Book |
| Bahasa: | eng |
| Terbitan: |
, 2016
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| Subjects: | |
| Online Access: |
http://eprints.unm.ac.id/3802/1/BAB%20I1.docx http://eprints.unm.ac.id/3802/2/BAB%20V2.docx http://eprints.unm.ac.id/3802/ |