Open AccessESTIMASI NILAI VALUE AT RISK PORTOFILIO MENGGUNAKAN METODE T-COPULA
Author(s) -
Komang Dharmawan
Publication year - 2015
Publication title -
jurnal matematika, sains dan teknologi/jurnal matematika sains dan teknologi
Language(s) - Uncategorized
Resource type - Journals
eISSN - 2442-9147
pISSN - 1411-1934
DOI - 10.33830/jmst.v15i1.304.2014
Subject(s) - mathematics , statistics , copula (linguistics) , econometrics