Implementation of Value at Risk In LQ 45 Stocks in Indonesia
Value at Risk is one measure used to measure the maximum potential loss that will be experienced in the period of a day, five days and twenty days. In this study, the methodology used is Variance Covariance models and Historical models. Object of research include 6 shares for 3 consecutive years (20...
| Main Author: | Dr.Firman Pribadi, MSi, Diah Novitasari |
|---|---|
| Format: | Makalah Seminar |
| Language: | Bahasa Inggris |
| Published: |
NIGRC
2016
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| Subjects: | |
| Online Access: |
http://oaipmh-jogjalib.umy.ac.idkatalog.php?opo=lihatDetilKatalog&id=64190 |