Perbandingan estimasi conditional value at risk extreme value theory ( CVaR-EVT ) dengan metode block maxima dan peaks over threshold ( studi kasus : Indeks Saham Syariah Indonesia ( ISSI ) periode Januari 2017 -Maret 2021 )
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Format: | Skripsi |
Language: | Indonesia |
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Fak. Sains dan Teknologi UIN Sunan Kalijaga
2022
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