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Arif Satrio Wicaksono, author

Analisis marginal expected shortfall pada emerging market ASEAN = Marginal expected shortfall analysis in emerging market ASEAN

Fakultas Ekonomi dan Bisnis Universitas Indonesia, 2017

UI - Tesis Membership

Salastin Afriliyati, author

Analisis value at risk dan expected shortfall menggunakan model volatilitas garch terhadap indeks saham dan nilai tukar pada emerging market = Analysis of value at risk and expected shortfall using garch volatility models of the stock indices and exchange rate on emerging market

Fakultas Ekonomi dan Bisnis Universitas Indonesia, 2014

UI - Tesis Membership

Mutiara Hikmah, author

Analisis risiko sistemik dengan menggunakan metode marginal expected shortfall pada bank yang terdaftar di bursa efek indonesia pada periode 2009 2013 = Analysis of the systemic risk with marginal expected shortfall method on listed banks over the periods 2009 2013

Fakultas Ekonomi dan Bisnis Universitas Indonesia, 2016

UI - Skripsi Membership

Eko Nurmaryadi, author

Pengukuran Expected Shortfall, Korelasi serta Simulasi Return Saham pada Sektor Transportasi di Bursa Saham Negara Emerging Market Asia sebelum dan sesudah Pandemi Covid-19 = Measurement of Expected Shortfall, Correlation and Simulation of Stock Return of The Transportation Sector in Emerging Market Emerging Asia's Stock Exchanges Before and After The Covid-19 Pandemic

Fakultas Ekonomi dan Bisnis Universitas Indonesia, 2023

UI - Tesis Membership

Suirwan, author

Pengukuran risiko pasar portofolio saham PT XYZ dengan value at risk dan expected shortfall model volatilitas GARCH = Market risk measurement of PT XYZ's stocks portofolio with value at risk and expected shortfall on GARCH volatility model

Fakultas Ekonomi dan Bisnis Universitas Indonesia, 2011

UI - Tesis Open

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