Perbandingan Model Glosten Jagannathan and Runkle Generalized Autoregressive Conditional Heteroscedasticity (GJR-GARCH) Dan Exponental Generalized Autoregressive Condentional Hetersdasticity (EGARCH) dalam Analisis Risiko Saham Syariah
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| Format: | Skripsi |
| Language: | Indonesia |
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Fak. Sains dan Teknologi UIN Sunan Kalijaga
2017
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