PERHITUNGAN VALUE AT RISK DENGAN PENDEKATAN THRESHOLD AUTOREGRESSIVE CONDITIONAL HETEROSCEDASTICITY-GENERALIZED EXTREME VALUE
Main Authors: | Tyas, Mutik Dian Prabaning, Maruddani, Di Asih I, Rahmawati, Rita |
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Format: | Article info application/pdf Journal |
Bahasa: | ind |
Terbitan: |
Department of Statistics, Faculty of Science and Mathematics, Universitas Diponegoro
, 2019
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Online Access: |
https://ejournal.undip.ac.id/index.php/media_statistika/article/view/22427 https://ejournal.undip.ac.id/index.php/media_statistika/article/view/22427/15542 |
Internet
https://ejournal.undip.ac.id/index.php/media_statistika/article/view/22427https://ejournal.undip.ac.id/index.php/media_statistika/article/view/22427/15542
Lokasi
Koleksi | Media Statistika |
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Gedung | Departemen Statistika Undip |
Institusi | Universitas Diponegoro |
Kota | KOTA SEMARANG |
Provinsi | JAWA TENGAH |
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