Siregar, Laru Andriansyah
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
Yose Yamani
Pengukuran risiko indeks harga saham sektoral di Bursa Efek Indonesia (BEI) dengan menggunakan Value at Risk ( VaR) = Measurement of the risk of sectoral stock price index listed in Indonesia stock exchange IDX) by using Value at Risk (VaR)..
Universitas Indonesia, 2010
 UI - Tesis Open
Sherly Anggraini
Analisis interdependensi indeks saham syariah dan konvensional terhadap indeks saham negara maju serta volatilitasnya saat krisis (Studi pada Indonesia dan Malaysia tahun 2007-2015) = Analysis of interdependence between islamic and conventional stock index with developed market stock index and its volatility during crisis (Study in Indonesia and Malaysia 2007-2015)
Fakultas Ekonomi dan Bisnis Universitas Indonesia, 2015
 UI - Skripsi Membership
Griseldis Viona Mufti
Analisis Integrasi Volatilitas Indeks Saham Global terhadap Indeks Indonesia dengan Metode DCC-GARCH Periode 2018-2023 = Volatility Integration Analysis of Global Stocks Indices to Indonesia Index Using DCC-GARCH during 2018-2023
Fakultas Ekonomi dan Bisnis Universitas Indonesia, 2024
 UI - Skripsi Membership
Muhammad Aulia Fedrian
Integrasi pasar antara indeks saham syariah dan konvensional di beberapa negara maju dan berkembang tahun 2008-2016 = Market integration between sharia and conventional stock indices in several developed and emerging countries on 2008-2016
Fakultas Ekonomi dan Bisnis Universitas Indonesia, 2017
 UI - Skripsi Membership