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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Bibliographic Details
Main Author:	Dinul Darma Atmaja
Format:	Skripsi
Language:	Indonesia
Published:	Fak. Sains dan Teknologi UIN Sunan Kalijaga 2017
Subjects:	SAHAM SYARIAH - ANALISIS RISIKO
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id	uinsukalib-110215
record_format	oai_dc
spelling	uinsukalib-1102152017-12-04Perbandingan Model Glosten Jagannathan and Runkle Generalized Autoregressive Conditional Heteroscedasticity (GJR-GARCH) Dan Exponental Generalized Autoregressive Condentional Hetersdasticity (EGARCH) dalam Analisis Risiko Saham SyariahDinul Darma AtmajaSAHAM SYARIAH - ANALISIS RISIKOws.c.1Fak. Sains dan Teknologi UIN Sunan Kalijaga2017Skripsi296; 29Indonesia
institution	Universitas Islam Negeri Sunan Kalijaga
collection	Perpustakaan Yogyakarta
language	Indonesia
topic	SAHAM SYARIAH - ANALISIS RISIKO
spellingShingle	SAHAM SYARIAH - ANALISIS RISIKO Dinul Darma Atmaja Perbandingan Model Glosten Jagannathan and Runkle Generalized Autoregressive Conditional Heteroscedasticity (GJR-GARCH) Dan Exponental Generalized Autoregressive Condentional Hetersdasticity (EGARCH) dalam Analisis Risiko Saham Syariah
description	ws.c.1
format	Skripsi
author	Dinul Darma Atmaja
author_facet	Dinul Darma Atmaja
author_sort	Dinul Darma Atmaja
title	Perbandingan Model Glosten Jagannathan and Runkle Generalized Autoregressive Conditional Heteroscedasticity (GJR-GARCH) Dan Exponental Generalized Autoregressive Condentional Hetersdasticity (EGARCH) dalam Analisis Risiko Saham Syariah
title_short	Perbandingan Model Glosten Jagannathan and Runkle Generalized Autoregressive Conditional Heteroscedasticity (GJR-GARCH) Dan Exponental Generalized Autoregressive Condentional Hetersdasticity (EGARCH) dalam Analisis Risiko Saham Syariah
title_full	Perbandingan Model Glosten Jagannathan and Runkle Generalized Autoregressive Conditional Heteroscedasticity (GJR-GARCH) Dan Exponental Generalized Autoregressive Condentional Hetersdasticity (EGARCH) dalam Analisis Risiko Saham Syariah
title_fullStr	Perbandingan Model Glosten Jagannathan and Runkle Generalized Autoregressive Conditional Heteroscedasticity (GJR-GARCH) Dan Exponental Generalized Autoregressive Condentional Hetersdasticity (EGARCH) dalam Analisis Risiko Saham Syariah
title_full_unstemmed	Perbandingan Model Glosten Jagannathan and Runkle Generalized Autoregressive Conditional Heteroscedasticity (GJR-GARCH) Dan Exponental Generalized Autoregressive Condentional Hetersdasticity (EGARCH) dalam Analisis Risiko Saham Syariah
title_sort	perbandingan model glosten jagannathan and runkle generalized autoregressive conditional heteroscedasticity (gjr-garch) dan exponental generalized autoregressive condentional hetersdasticity (egarch) dalam analisis risiko saham syariah
physical	296; 29
publisher	Fak. Sains dan Teknologi UIN Sunan Kalijaga
publishDate	2017
_version_	1741233169017864192

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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