Backtesting pada value at risk dengan model pendekatan Lopez, Blanco-Ihle dan alternative size of tail loss

Backtesting pada value at risk dengan model pendekatan Lopez, Blanco-Ihle dan alternative size of tail loss

Bibliographic Details
Main Authors:	, MASHURI, , Dr. rer.nat. Dedi Rosadi, M.Sc
Format:	Thesis
Published:	[Yogyakarta] : Universitas Gadjah Mada 2009
Subjects:	ETD

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