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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