Analisis value at risk dibawah capital asset pricing model berdistribusi koyck dengan volatilitas tak konstan dan efek Long memory

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Bibliographic Details
Main Authors: Sukono, Sukono, Subanar, Subanar, Rosadi, Dedi
Format: Article PeerReviewed
Language:English
Published: Bionatura 2010
Subjects:
Online Access:https://repository.ugm.ac.id/32976/1/21.pdf
https://repository.ugm.ac.id/32976/
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Institution: Universitas Gadjah Mada
Language: English