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Saskia Ayu Gunawan, NIM: 16610034 (2023) PENGUKURAN VALUE AT RISK MENGGUNAKAN PROSEDUR VOLATILITY UPDATING HULL AND WHITE BERDASARKAN GENERALIZED AUTOREGRESSIVE CONDITIONAL HETEROSCEDASTICITY IN MEAN (GARCH–M) (Studi Kasus: Penutupan Harga Saham Bulanan ISSI Periode 1 Januari 2012 – 31 Desember 2019). Skripsi thesis, UIN SUNAN KALIJAGA YOGYAKARTA.
