Perbandingan Model Glosten Jagannathan and Runkle Generalized Autoregressive Conditional Heteroscedasticity (GJR-GARCH) Dan Exponental Generalized Autoregressive Condentional Hetersdasticity (EGARCH) dalam Analisis Risiko Saham Syariah - Dinul Darma Atmaja (Fak. Sains dan Teknologi UIN Sunan Kalijaga, 2017)
ws.c.1