Atmaja, D. D. (2017). Perbandingan Model Glosten Jagannathan and Runkle Generalized Autoregressive Conditional Heteroscedasticity (GJR-GARCH) Dan Exponental Generalized Autoregressive Condentional Hetersdasticity (EGARCH) dalam Analisis Risiko Saham Syariah. Fak. Sains dan Teknologi UIN Sunan Kalijaga.
Chicago Style (17th ed.) CitationAtmaja, Dinul Darma. Perbandingan Model Glosten Jagannathan and Runkle Generalized Autoregressive Conditional Heteroscedasticity (GJR-GARCH) Dan Exponental Generalized Autoregressive Condentional Hetersdasticity (EGARCH) Dalam Analisis Risiko Saham Syariah. Fak. Sains dan Teknologi UIN Sunan Kalijaga, 2017.
MLA (8th ed.) CitationAtmaja, Dinul Darma. Perbandingan Model Glosten Jagannathan and Runkle Generalized Autoregressive Conditional Heteroscedasticity (GJR-GARCH) Dan Exponental Generalized Autoregressive Condentional Hetersdasticity (EGARCH) Dalam Analisis Risiko Saham Syariah. Fak. Sains dan Teknologi UIN Sunan Kalijaga, 2017.