PENGUKURAN VALUE AT RISK MENGGUNAKAN PROSEDUR VOLATILITY UPDATING HULL AND WHITE BERDASARKAN EXPONENTIALLY WEIGHTED MOVING AVERAGE (EWMA) (Studi Kasus pada Portofolio Dua Saham)
| Main Authors: | Putri, Nurissalma Alivia, Hoyyi, Abdul, Safitri, Diah |
|---|---|
| Format: | Article info application/pdf Journal |
| Bahasa: | eng |
| Terbitan: |
Departemen Statistika FSM Undip
, 2013
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| Subjects: | |
| Online Access: |
https://ejournal3.undip.ac.id/index.php/gaussian/article/view/3809 https://ejournal3.undip.ac.id/index.php/gaussian/article/view/3809/3695 |
Internet
https://ejournal3.undip.ac.id/index.php/gaussian/article/view/3809https://ejournal3.undip.ac.id/index.php/gaussian/article/view/3809/3695
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. |