PENGARUH SKEWNESS DAN KURTOSIS DALAM MODEL VALUASI OBLIGASI
The Gram-Charlier expansion, where skewness and kurtosis directly appear as parameters, has become popular in finance as a generalization of the normal density. Non-normal skewness and kurtosis of underlying asset of bond issuer company are significantly contributes to the phenomenon of volatility s...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
Universitas Diponegoro
2018-09-01
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| Series: | Media Statistika |
| Online Access: | https://ejournal.undip.ac.id/index.php/media_statistika/article/view/19611 |