Analisis estimasi Value at Risk untuk pengukuran Volatilitas dan Risiko Pasar Crude Palmoil (CPO) dengan metode ARCH/GARCH pada Bursa Malaysia Derivative (BMD) periode 2007-2010 = An Analysis of Value at Risk estimation for volatility and risk measurement of Crude Palmoil (CPO) Commodity using ARCH/GARCH method at Bursa Malaysia Derivative (BMD) for period 2007-2010

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

Manajemen Risiko Portofolio Saham IDX BUMN20: Implementasi Model EWMA, GARCH dan Hybird EWMA-GARCH dalam Pengukuran dan Prediksi Value at Risk (VaR) = Risk Management of IDX BUMN20 Stock Portfolio: Implementation of EWMA, GARCH, and Hybird EWMA-GARCH Models in Value at Risk (VaR) Measurement and Prediction

Perhitungan value at risk untuk indeks bursa saham menggunalkan ewma dan arch/garch (studi pada 15 indeks periode juni 2007 - 2009)

Pengukuran var portolio valuta asing dengan estimasi volatilitas garch dan ewma pada pt bank ABC