Sihombing, Gilbert D., author
Analisis validitas metode pengukuran risiko nilai tukar IDR dengan USD, JPY dan SGD dengan metode historical simulation garch dan generalized extreme value distribution pada nilai ekstrim periode 1990-2013 = Validity analysis of currency risk measurement on IDR to USD, JYD and SGD by method of historical simulation garch and generalized extreme value distribution in extreme value period 1990-2013
Fakultas Ekonomi dan Bisnis Universitas Indonesia, 2014
 UI - Tesis (Membership)
Ario Fareiza Akbar, author
Analisis Korelasi Harga Minyak Dunia dan Nilai Tukar USD/IDR terhadap Saham Transportasi dan logistik Menggunakan Metode DCC GARCH pada Periode Sebelum dan Saat Pandemik COVID-19 di Indonesia = Analysis of the Correlation between Global Oil Prices and USD/IDR Exchange Rate on Transportation and Logistiks Stocks Using DCC GARCH Method during Pre-Pandemik and COVID-19 Period in Indonesia
Fakultas Ekonomi dan Bisnis Universitas Indonesia, 2023
 UI - Tesis (Membership)
Jonny Harianto, author
Pengukuran dan perbandingan risiko pasar menggunakan metode extreme value theory dan historical simulation (Studi kasus pada saham LQ45)
Fakultas Ekonomi dan Bisnis Universitas Indonesia, 2008
 UI - Tesis (Open)
Dina Mardiana, author
Analisis perhitungan operational value at risk klaim kecelakaan kerja BPJS ketenagakerjaan dengan loss distribution approach-aggregation method dan extreme value theory- generalized pareto distribution = Analysis of operational value at risk for work accident claim at BPJS ketenagakerjaan using loss distribution approach-aggregation method and extreme value theory-generalized pareto distribution
Fakultas Ekonomi dan Bisnis Universitas Indonesia, 2016
 UI - Tesis (Membership)
Wiku Suryomurti, author
Analisis risiko nilai tukar mata uang asing (Ash-shraf) dengan metode extreme value theory
Universitas Indonesia, 2005
 UI - Tesis (Membership)
<<   1 2 3   >>