Nugraha, Alvian Ega (2015) Analisis Pengukuran Value At Risk Nilai Tukar Valuta Asing Dengan Estimasi Volatilitas Di Bank Indonesia. S2 thesis, Universitas Mercu Buana.
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Item Type: | Thesis (S2) |
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Call Number CD: | CD/551. 15 090 |
Call Number: | TM/51/15/333 |
NIM/NIDN Creators: | 55113110008 |
Uncontrolled Keywords: | Resiko Nilai Tukar, Value at Risk (VaR), EWMA, ARCH/GARCH, EGARCH |
Divisions: | Pascasarjana > Magister Manajemen |
Depositing User: | Admin Perpus UMB |
Date Deposited: | 26 Dec 2015 14:20 |
Last Modified: | 19 Jan 2023 02:48 |
URI: | http://repository.mercubuana.ac.id/id/eprint/7685 |
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