Perbandingan Berbagai Model Conditionally Heteroscedastic Time Series Dalam Analisis Risiko Investasi Saham Syariah Dengan Metode Value At Risk
Value at Risk (VaR) is one of the tools recommended Bank Indonesia to gauge the risk of an investment, the VaR approach tends to be more associated with the conventional assumption of a normal distribution, while contemporary empirical findings indicate the existence of patterns of abnormality in th...
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| Format: | Book |
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Universitas Islam Negeri Sunan Kalijaga Yogyakarta,
2013-04-01T00:00:00Z.
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Internet
Connect to this object online.3rd Floor Main Library
| Call Number: |
A1234.567 |
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| Copy 1 | Available |