ESTIMASI VALUE AT RISK DAN EXPECTED TAIL LOSS
DENGAN GENERALIZED ASYMMETRIC STUDENT-T DISTRIBUTION
UNTUK RETURN ASET TUNGGAL

ESTIMASI VALUE AT RISK DAN EXPECTED TAIL LOSS DENGAN GENERALIZED ASYMMETRIC STUDENT-T DISTRIBUTION UNTUK RETURN ASET TUNGGAL

This thesis explain about risk use Value at Risk and Expected Tail Loss estimation with Generalized Asymmetric Student-t Distribution for single asset return. Generalized Asymmetric Student-t Distribution is generalization of student-t distribution and skew student-t distribution. This distribution...

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書目詳細資料
Main Authors:	, ARIF AULIA RAHMAN, , Dr. rer nat. Dedi Rosadi, M.Sc.
格式:	Theses and Dissertations NonPeerReviewed
出版:	[Yogyakarta] : Universitas Gadjah Mada 2012
主題:	ETD
在線閱讀:	https://repository.ugm.ac.id/100622/ http://etd.ugm.ac.id/index.php?mod=penelitian_detail&sub=PenelitianDetail&act=view&typ=html&buku_id=57250
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