Pendekatan EVT (Extreme Value Theory) untuk Penentuan Ukuran Risiko (Nilai VAR)

View/Open

Abstract (156.9Kb)

2004zak.pdf (957.7Kb)

Date

2004

Author

Koemadji, Zainal Abidin

Metadata

Show full item record

URI

http://repository.ipb.ac.id/handle/123456789/9162

Collections

MT - Mathematics and Natural Science [4004]