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 :