DINUL DARMA ATMAJA, NIM. 13610004 (2017) PERBANDINGAN MODEL GLOSTEN, JAGANNATHAN AND RUNKLE – GENERALIZED AUTOREGRESSIVE CONDITIONAL HETEROSCEDASTICITY (GJR-GARCH) DAN EXPONENTIAL GENERALIZED AUTOREGRESSIVE CONDITIONAL HETEROSCEDASTICITY (EGARCH) DALAM ANALISIS RISIKO SAHAM SYARIAH. Skripsi thesis, UIN Sunan Kalijaga Yogyakarta.