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)
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)
Edbert Surya Atmadja
Volatilitas harga minyak antara oil volatility index dan realized variance terhadap imbal hasil pasar saham di negara Asean-5 dengan pendekatan DCC-GARCH = Oil price volatility between oil volatility index and realized variance to Asean-5 countries stock returns using DCC-GARCH
2017
 UI - Skripsi (Membership)