Analisis Perbandingan Value at Risk dalam Prediksi Risiko Pasar Pada Bank-Bank di Indonesia = Comparative Analysis of Value At Risk in Market Risk Prediction in Banks in Indonesia

Long Memory dan Implikasinya Pada Peramalan Volatilitas dan Estimasi Value-at-Risk Return Aset Keuangan Indonesia = Long Memory and Its Implication on Volatility Forecasting and Value-at-Risk Estimation of Asset Return in Indonesia

Estimasi volatilitas dengan metode semiparametrik dalam menghitung value at risk = Volatility estimation with using semiparametric method in computing value at risk

Kompetisi perbankan kapitalisasi pasar saham dan pertumbuhan ekonomi di indonesia = Banking competition stock market capitalization and economic growth in indonesia

Estimasi risiko pasar pada portofolio saham PT Asabri Persero dengan metode value at risk menggunakan pendekatan copula = Estimated market risk portfolio shares in PT Asabri Persero with the method value at risk using copula approach