THE ANALYSIS OF VALUE AT RISK WITH EXPONENTIALLY WEIGHTED MOVING AVERAGE (EWMA) APPROACH MODEL AND MONTE CARLO SIMULATION ON STOCK LISTED IN INFOBANK15 INDEX IN THE PERIOD OF 2019-2020
Categorie(s):
Skripsi
Author(s):
HIJJAH MARHAMA
Tahun:
2021
Kode:
61201
NIM Mahasiswa:
3012171081
Nama Mahasiswa:
Hijjah Marhama
Nama Penulis:
Hijjah Marhama
Item Type:
Karya iImiah Mahasiswa (Tesis, KIAN, Skripsi, KTI, laporan PKL)
Additional Info:
Dosen Pembimbing :
- Agus Amri Mokoginta, SE, MM
- Suwardi, SE, MM
Dosen Penguji :
- Suyono Salamun, MBA, MA, Ph.d.
- Helena Louise P., SE, MM
- Agus Amri Mokoginta, SE, MM
Keyword(s):
Value at Risk, EWMA, Validity, Backtesting, Monte Carlo
Abstract :