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- W2807233783 abstract "Dalam artikel ini dijelaskan tentang estimasi kerugian Value at Risk menggunakan Generalized Student-t Distribution untuk return aset tunggal. Generalized Student-t Distribution merupakan perluasan dari distribusi normal standar dan chi square dsitribution. Generalized Student-t Distribution memiliki sifat yang thin tailed dan simetris. Sehingga estimasi Value at Risk dengan pendekatan Generalized Student-t Distribution diharapkan dapat memberikan estimasi kerugian yang baik untuk data yang memiliki sifat thin tailed dan simetris. Kata kunci:Return, Value at Risk dan Distribusi Student-t." @default.
- W2807233783 created "2018-06-13" @default.
- W2807233783 creator A5012960240 @default.
- W2807233783 creator A5059508291 @default.
- W2807233783 date "2017-11-03" @default.
- W2807233783 modified "2023-09-26" @default.
- W2807233783 title "ESTIMASIVALUE AT RISK DENGANGENERALIZED STUDENT-T DISTRIBUTION UNTUK MEMPREDIKSI RETURN INVESTASI" @default.
- W2807233783 doi "https://doi.org/10.33373/dms.v6i3.1070" @default.
- W2807233783 hasPublicationYear "2017" @default.
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