Analisis risiko estimasi Value at Risk(VaR) model volatilitas asymmetric Glosten Jagganathan and Runkle (GJR) pada Jakarta Islamic Index

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Bibliographic Details
Main Author:	Nila Nurmala Sari
Format:	Skripsi
Language:	Indonesia
Published:	Fak. Sains dan Teknologi UIN Sunan Kalijaga 2014
Subjects:	VALUE AT RISK, RESIKO ESTIMASI
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id	uinsukalib-093296
record_format	oai_dc
spelling	uinsukalib-0932962014-11-03Analisis risiko estimasi Value at Risk(VaR) model volatilitas asymmetric Glosten Jagganathan and Runkle (GJR) pada Jakarta Islamic IndexNila Nurmala SariVALUE AT RISK, RESIKO ESTIMASI ng/rtFak. Sains dan Teknologi UIN Sunan Kalijaga2014Skripsixix, 143; 30Indonesia
institution	Universitas Islam Negeri Sunan Kalijaga
collection	Perpustakaan Yogyakarta
language	Indonesia
topic	VALUE AT RISK, RESIKO ESTIMASI
spellingShingle	VALUE AT RISK, RESIKO ESTIMASI Nila Nurmala Sari Analisis risiko estimasi Value at Risk(VaR) model volatilitas asymmetric Glosten Jagganathan and Runkle (GJR) pada Jakarta Islamic Index
description	ng/rt
format	Skripsi
author	Nila Nurmala Sari
author_facet	Nila Nurmala Sari
author_sort	Nila Nurmala Sari
title	Analisis risiko estimasi Value at Risk(VaR) model volatilitas asymmetric Glosten Jagganathan and Runkle (GJR) pada Jakarta Islamic Index
title_short	Analisis risiko estimasi Value at Risk(VaR) model volatilitas asymmetric Glosten Jagganathan and Runkle (GJR) pada Jakarta Islamic Index
title_full	Analisis risiko estimasi Value at Risk(VaR) model volatilitas asymmetric Glosten Jagganathan and Runkle (GJR) pada Jakarta Islamic Index
title_fullStr	Analisis risiko estimasi Value at Risk(VaR) model volatilitas asymmetric Glosten Jagganathan and Runkle (GJR) pada Jakarta Islamic Index
title_full_unstemmed	Analisis risiko estimasi Value at Risk(VaR) model volatilitas asymmetric Glosten Jagganathan and Runkle (GJR) pada Jakarta Islamic Index
title_sort	analisis risiko estimasi value at risk(var) model volatilitas asymmetric glosten jagganathan and runkle (gjr) pada jakarta islamic index
physical	xix, 143; 30
publisher	Fak. Sains dan Teknologi UIN Sunan Kalijaga
publishDate	2014
_version_	1741230250163961856

Analisis risiko estimasi Value at Risk(VaR) model volatilitas asymmetric Glosten Jagganathan and Runkle (GJR) pada Jakarta Islamic Index

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