Perbandingan value at risk dengan estimasi volatilitas ewma dan garch (studi kasus pdn bank x)

Main Authors: Ratna Kumalasari, author, Add author: Mochamad Muslich, supervisor
Format: Masters Bachelors
Terbitan: Universitas Indonesia , 2005
Subjects:
Online Access: http://lontar.ui.ac.id/detail?id=106591
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