PEMODELAN ARIMA-GARCH UNTUK VOLATILIAS DAN VALUE AT RISK PADA SAHAM PT. GUDANG GARAM TBK
Investment is one of the development factors in economic activity, there are two basic things that investor must know before making investment decisions, namely: returns and risk. One of the statistical methods to calculate the maximum loss in investment is Value at Risk (VaR). this study aims to ca...
| Hlavní autoři: | , , |
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| Médium: | Článek |
| Jazyk: | English |
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Universitas Bina Bangsa
2023-08-01
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| Edice: | Jurnal Lebesgue |
| Témata: | |
| On-line přístup: | https://lebesgue.lppmbinabangsa.id/index.php/home/article/view/373 |