Metode Historis untuk Perhitungan Value at Risk pada Model Generalized Autoregressive Conditional Heteroscedacity in Mean

Investment is a commitment of the placement of the data on an object or a few investments with expectations will benefit in the future. The main motive is to seek investment gain or profit in a certain amount, but behind the good side there is one side that can harm or the risk of, for it required a...

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Bibliographic Details
Main Authors: Alfi Reny Kusumaningtyas, Abdul Aziz
Format: article
Language:EN
Published: Department of Mathematics, UIN Sunan Ampel Surabaya 2016
Subjects:
VaR
Online Access:https://doaj.org/article/c557334797fc4d249301d11344f09f08
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