Browsing CONFERENCE by Subject "Variance covariance"
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IMPLEMENTATION OF VALUE AT RISK IN LQ 45 STOCKS IN INDONESIA
(The National and International Graduate Research Conference 2016 - Khon Kaen University Thailand, 2016-01-15)Value at Risk is one measure used to measure the maximum potential loss that will be experienced in the period of a day, five days and twenty days. In this study, the methodology used is Variance Covariance models ...