Jullysava Aziz, author
Analisis stress testing portofolio/investasi saham (studi kasus PT XYZ) = Portfolio/stock market investment stress testing analysis
Fakultas Ekonomi dan Bisnis Universitas Indonesia, 2008
 UI - Tesis (Open)
A. Pawitra Indriati, author
Analisis Stress Testing Var pada Risiko Pasar Portofolio Efek PT DA
Fakultas Ilmu Sosial dan Ilmu Politik Universitas Indonesia, 2010
 UI - Tesis (Open)
Achmad Faishal, author
Pengukuran market risk untuk investasi PT. Bakrie & Brothers Tbk. pada saham PT Bumi resources Indonesia dengan model extreme value theory = Measuring market risk for PT Bakrie & Brothers Tbk investment in PT Bumi resources Tbk stock with extreme value theory model
Fakultas Ekonomi dan Bisnis Universitas Indonesia, 2010
 UI - Tesis (Membership)
Ruliff Demsy, author
Estimasi risiko pasar dinamis dengan metode extreme value theory analisa pada pasar saham Indonesia = Estimation of dynamic market risk measurement using extreme value theory approach analysis in Indonesian stock market
Fakultas Ekonomi dan Bisnis Universitas Indonesia, 2014
 UI - Skripsi (Membership)
Siregar, Laru Andriansyah, author
Pengukuran potensi kerugian indeks bursa saham dengan pendekatan VaR volatilitas EWMA dan GARCH (studi pada 8 indeks periode Agustus 2007 Desember 2012) = Measurement of loss potential for stock market index by using var EWMA and GARCH volatility (study of 8 indices with the period of August 2007 December 2012)
Fakultas Ekonomi dan Bisnis Universitas Indonesia, 2014
 UI - Tesis (Membership)
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