Browsing UT - Mathematics by Author "Bramantya, Ika Syattwa"
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Permodelan indeks harga saham gabungan dan penentuan rank correlation dengan menggunakan copula
Bramantya, Ika Syattwa | Budiarti, Retno | Purnaba, IGP (2014)Stock index is a composite value of many stock, where its data type is financial time series with fat tail distribution characteristics. Data with fat tail distribution doesn't normally distribute characteristic. Data ...