Analisis value at risk dan expected shortfall menggunakan model volatilitas garch terhadap indeks saham dan nilai tukar pada emerging market = Analysis of value at risk and expected shortfall using garch volatility models of the stock indices and exchange rate on emerging market
| Main Author: | Salastin Afriliyati, author |
|---|---|
| Format: | Masters Bachelors |
| Terbitan: |
, 2014
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| Subjects: | |
| Online Access: |
http://lib.ui.ac.id/file?file=digital/2015-11/20390139-T-Salastin Afriliyati.pdf |
Internet
http://lib.ui.ac.id/file?file=digital/2015-11/20390139-T-Salastin Afriliyati.pdfLokasi
| Koleksi | Repository Skripsi (open) Universitas Indonesia |
|---|---|
| Gedung | Perpustakaan Universitas Indonesia |
| Institusi | Universitas Indonesia |
| Kota | KOTA DEPOK |
| Provinsi | JAWA BARAT |
| Kontak | Butuh informasi lebih lanjut? Hubungi pustakawan institusi ini. |