ESTIMASI PENYESUAIAN LIKUIDITAS PADA VALUE AT RISK DARI DATA HISTORIS
Investment always has a risk. Volatility of return is connected with risk. investor required risk measurement to managing risk. Value at Risk (VAR) is a risk measurement techniques and considered as a standard method of measuring risk. In determaining how big the risk target, Investor use VaR. In po...
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| Main Authors: | , |
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| Format: | Theses and Dissertations NonPeerReviewed |
| Published: |
[Yogyakarta] : Universitas Gadjah Mada
2011
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| Subjects: | |
| Online Access: | https://repository.ugm.ac.id/97384/ http://etd.ugm.ac.id/index.php?mod=penelitian_detail&sub=PenelitianDetail&act=view&typ=html&buku_id=54017 |
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