estimasi value at risk dengan distribusi normal untuk memprediksi return investasi

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ID: 207200
2017
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Abstract
Jurnal ini membahas metode untuk mengestimasi Value at Risk dengan distribusi normal untuk return aset tunggal. Distribusi normal memiliki sifat yang thin tailed dan simetris. Sehingga estimasi Value at Risk dengan pendekatan distribusi normal diharapkan dapat memberikan estimasi kerugian yang baik untuk data yang memiliki sifat thin tailed dan simetris.
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hermansah2017jurnalestimasi Use this key to autocite in the manuscript while using SciMatic Manuscript Manager or Thesis Manager
Authors ;Hermansah Hermansah
Journal case reports in pulmonology
Year 2017
DOI
10.26486/mercumatika.v1i2.250
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