Analisis risiko investasi saham syariah menggunakan metode value at generalized autoressive conditional heterokedastic (var garch) dengan pendekatan generalized pareto distribution (GPD) (studi kasus: saham Jakarta Islamic Index periode Jakarta 2014 - Februari 2017)
yati 1./ws.c.1
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Main Author: | Idrookuttafkiroh |
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Format: | Skripsi |
Language: | Indonesia |
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Fak. Sains dan Teknologi UIN Sunan Kalijaga
2017
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