OPTIMASI VALUE AT RISK REKSA DANA MENGGUNAKAN METODE ROBUST EXPONENTIALLY WEIGHTED MOVING AVERAGE (ROBUST EWMA) DENGAN PROSEDUR VOLATILITY UPDATING HULL AND WHITE
| Main Authors: | Hanum, Khalida, Tarno, Tarno, Sudarno, Sudarno |
|---|---|
| Format: | Article info application/pdf Journal |
| Bahasa: | eng |
| Terbitan: |
Departemen Statistika FSM Undip
, 2018
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| Online Access: |
https://ejournal3.undip.ac.id/index.php/gaussian/article/view/19310 https://ejournal3.undip.ac.id/index.php/gaussian/article/view/19310/18324 |
Internet
https://ejournal3.undip.ac.id/index.php/gaussian/article/view/19310https://ejournal3.undip.ac.id/index.php/gaussian/article/view/19310/18324
Lokasi
| Koleksi | Jurnal Gaussian |
|---|---|
| Gedung | Departemen Statistika Undip |
| Institusi | Universitas Diponegoro |
| Kota | KOTA SEMARANG |
| Provinsi | JAWA TENGAH |
| Kontak | Butuh informasi lebih lanjut? Hubungi pustakawan institusi ini. |