PERHITUNGAN VALUE AT RISK DENGAN PENDEKATAN THRESHOLD AUTOREGRESSIVE CONDITIONAL HETEROSCEDASTICITY-GENERALIZED EXTREME VALUE
Stock is the most popular type of financial asset investment. Before buying a stock, an investor must estimate the risks which will be received. Value at Risk (VaR) is one of the methods that can be used to measure the level of risk. When investing in stock, if an investor wants to earn high returns...
| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
Universitas Diponegoro
2019-07-01
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| Series: | Media Statistika |
| Online Access: | https://ejournal.undip.ac.id/index.php/media_statistika/article/view/22427 |