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Iswara, Alfian Yudha, Telkom University, Indonesia
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eProceedings of Engineering Vol. 4 No. 2 (2017): Agustus, 2017 - Program Studi S1 Ilmu Komputasi
Value-at-risk Pada Portofolio Berbasis Model Generalized Autoregressive Conditional Heteroskedasticity Heavy Tail Dan Copula
Abstract PDF -
eProceedings of Engineering Vol. 4 No. 2 (2017): Agustus, 2017 - Program Studi S1 Ilmu Komputasi
Value-at-risk Berbasis Model Generalized Autoregressive Conditional Heteroskedasticity Dan Glosten-jagannathan-runkle
Abstract PDF -
eProceedings of Engineering Vol. 4 No. 2 (2017): Agustus, 2017 - Program Studi S1 Ilmu Komputasi
Value-at-risk Pada Portofolio Berbasis Model Glosten-jagannathan-runkle Heavy Tail Dan Copula
Abstract PDF
