Open AccessValue at Risk on Composite Price Share Index Stock Data
Author(s) -
Affiati Oktaviarina
Publication year - 2018
Publication title -
journal of physics. conference series
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.21
H-Index - 85
eISSN - 1742-6596
pISSN - 1742-6588
DOI - 10.1088/1742-6596/953/1/012204
Subject(s) - stock exchange , volatility (finance) , stock (firearms) , composite index , cost price , economics , value at risk , financial economics , share price , stock market index , econometrics , capitalization weighted index , stock price , business , finance , risk management , stock market , geography , paleontology , context (archaeology) , archaeology , series (stratigraphy) , biology