ESTIMASI RISIKO PORTOFOLIO SAHAM MENGGUNAKAN METODE VALUE-AT-RISK (VaR) DENGAN PENDEKATAN GARCH-COPULA | Farikha | Jurnal Gaussian

ESTIMASI RISIKO PORTOFOLIO SAHAM MENGGUNAKAN METODE VALUE-AT-RISK (VaR) DENGAN PENDEKATAN GARCH-COPULA Download

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