PERHITUNGAN VALUE AT RISK MENGGUNAKAN MODEL INTEGRATED GENERALIZED AUTOREGRESSIVE CONDITIONAL HETEROSCEDASTICITY (IGARCH) (Studi Kasus pada Return Kurs Rupiah terhadap Dollar Australia)
Foreign exchange trading can be an alternative investment due to the rapid movement of the exchange rate and its liquid characteristic. Measurement of risk is important because investment is related to substantial funds. One of the popular methods of risk measurement is Value at Risk (VaR) method. I...
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| Format: | Academic Paper |
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2014-10-30.
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| Online Access: | http://eprints.undip.ac.id/46326/ |
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