Author Details

Effendie, Adhitya Ronnie, Universitas Gadjah Mada, Yogyakarta, Indonesia, Indonesia

  • Vol 16, No 2 (2006) - Articles
    Estimasi Value-at-Risk dengan pendekatan Extreme Value Theory-Generalized Pareto Distribution (STUDI KASUS IHSG 1997-2004)
    Abstract  PDF