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GARCH-M (Generalized Autoregressive Conditional Heteroskedasticity in Mean)
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Harga Saham
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Value at Risk (VaR)
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Lubis, Syahrial
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Tulus
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Yuraida
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Value At Risk (VaR) Ditinjau Dengan Menggunakan Teknikal Analisis
Yuraida
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2011
past.Through forecasting model
GARCH
-M type (Generalized Autoregressive Conditional Heteroskedasticity in Mean) can be …
Persistent link: https://www.econbiz.de/10009464488
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