gaussian copula at risk menggunakan fungsi estimasi nilai ... · data we used are the closing price...

9
Estimasi Nilai Conditional Value At Risk Menggunakan Fungsi Gaussian Copulaby Hidayati Herlina Submission date: 30-Jul-2018 01:45AM (UTC+0700) Submission ID: 986020449 File name: 110-Estimasi_Nilai_Conditional_Value_At_Risk.pdf (463.67K) Word count: 2546 Character count: 14969

Upload: dinhnhan

Post on 07-Jun-2019

218 views

Category:

Documents


0 download

TRANSCRIPT

Estimasi Nilai Conditional ValueAt Risk Menggunakan Fungsi

Gaussian Copula�by Hidayati Herlina

Submission date: 30-Jul-2018 01:45AM (UTC+0700)Submission ID: 986020449File name: 110-Estimasi_Nilai_Conditional_Value_At_Risk.pdf (463.67K)Word count: 2546Character count: 14969

4%SIMILARITY INDEX

4%INTERNET SOURCES

4%PUBLICATIONS

4%STUDENT PAPERS

1 2%

2 1%

3 1%

4 1%

5 <1%

Exclude quotes Of f

Exclude bibliography Of f

Exclude matches Of f

Estimasi Nilai Conditional Value At Risk Menggunakan FungsiGaussian Copula�ORIGINALITY REPORT

PRIMARY SOURCES

jurnal.ut.ac.idInternet Source

www.iam.fmph.uniba.skInternet Source

www.belgianactuarialbulletin.beInternet Source

e-journal.um.edu.myInternet Source

Mroz, Magda. "Time-varying copula models forf inancial time series", Universität Ulm. Fakultätfür Mathematik undWirtschaftswissenschaften, 2012.Publicat ion