Pengukuran Value Risk menggunakan prosedur volatilytyupdating Hull dan White berdasarkan generalized Autoregressive Conditional heteroscedas Asticity in Mean ( GARCH-M ) ( studi kasus : penutupan harga saham bulanan ISSI periode 1 Januari 2012 - 31 Desember 2019 )
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Format: | Skripsi |
Language: | Indonesia |
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Fak. Sains dan Teknologi Universitas Islam Negeri Sunan Kalijaga
2023
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