PERHITUNGAN VALUE AT RISK MENGGUNAKAN MODEL INTEGRATED GENERALIZED AUTOREGRESSIVE CONDITIONAL HETEROSCEDASTICITY (IGARCH) (Studi Kasus pada Return Kurs Rupiah terhadap Dollar Australia)
| Main Authors: | Febriana, Dian, Tarno, Tarno, Sugito, Sugito |
|---|---|
| Format: | Article info application/pdf Journal |
| Bahasa: | eng |
| Terbitan: |
Departemen Statistika FSM Undip
, 2014
|
| Online Access: |
https://ejournal3.undip.ac.id/index.php/gaussian/article/view/8074 https://ejournal3.undip.ac.id/index.php/gaussian/article/view/8074/7854 |
Internet
https://ejournal3.undip.ac.id/index.php/gaussian/article/view/8074https://ejournal3.undip.ac.id/index.php/gaussian/article/view/8074/7854
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. |