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PERHITUNGAN VALUE AT RISK HARGA SAHAM DENGAN MENGGUNAKAN VOLATILITAS ARCH-GARCH DALAM KELOMPOK SAHAM LQ 45
Gaol, Boy A Lumban
;
Nababan, Tumpal Parulian
;
Sirait, Haposan
(
2016-04-27
)
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Author
Gaol, Boy A Lumban (1)
Nababan, Tumpal Parulian (1)
Sirait, Haposan (1)
Subject
ARCH-GARCH method (1)
heteroscedasticity (1)
share price index of LQ 45 (1)
value at risk (1)
volatility (1)
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Date Issued
2016 (1)