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
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| Subjects: | |
| Online Access: |
http://lontar.ui.ac.id/detail?id=106591 |