<> "The repository administrator has not yet configured an RDF license."^^ . <> . . . "ESTIMASI VALUE AT RISK (VAR) PADA PORTOFOLIO SAHAM\r\nMENGGUNAKAN METODE COPULA-GARCH\r\n(STUDI KASUS SAHAM ICBP DAN UNVR PERIODE 1 MEI 2014 – 30 APRIL 2018)"^^ . "Investment in the financial sectorbis currently being done by investors but\r\nmany investors do not know the result of their investements, the investement can\r\nbring profit or loss. One way to reduce the risk receives by investors is by\r\ninvesting in a portfolio. The portfolio itself is a collection or several assets or\r\nsecurities that are invested by investors to reduce the risk received. Risk can be\r\nmanaged by estimating using a value at risk measure. This study uses the Copula-\r\nGARCH method to calculate the risk obtained. GARCH (Generalized\r\nAutoregressive Conditional Heterocedasticity) is an autoregressive time series\r\napproach model. GARCH has the advantages that the residuals variance that is\r\nformed tends to be constant or these is no heterocedasticity effect. However, time\r\nseries models generally cannot fulfill the assumption of normality. Copula is a\r\nfunction that can combine or install a multivariate distribution function with a\r\ndimensional marginal distribution function. Copula itself has the advanteages of\r\nnot requiring the assumption of normality. In this study, copula used copula\r\nClayton, Copula Frank, and copula Gumbel. So if there is a normality assumption,\r\nif there is no GARCH modeling, then it will be followed by copula odelling to\r\ncalculate the risk of using VaR.\r\nThis study estimates VaR by using Copula-GARCH in two stocks with the\r\nhighest correlation value of 0.325, namely the iCBP and UNVR stock daily return\r\nfor 1 May 2014 until 30 April 2018. In VaR calculation using the Monte Carlo\r\nsimulation it will be known that the greater the return simulation performed the\r\nmore constant the risk received by the Archamedian copula. The simulation return\r\nwho used 100, 500, 1.000 and 10.000 with the risk of obtained copula Clayton are\r\n12.68%, 12.12%, 11.68% dan 11.68%."^^ . "2018-08-24" . . . . "UIN SUNAN KALIJAGA YOGYAKARTA"^^ . . . "FAKULTAS SAINS DAN TEKNOLOGI, UIN SUNAN KALIJAGA YOGYAKARTA"^^ . . . . . . . . . "NIM. 14610031"^^ . "YAYUK TRI LESTARI"^^ . "NIM. 14610031 YAYUK TRI LESTARI"^^ . . . . . . "ESTIMASI VALUE AT RISK (VAR) PADA PORTOFOLIO SAHAM\r\nMENGGUNAKAN METODE COPULA-GARCH\r\n(STUDI KASUS SAHAM ICBP DAN UNVR PERIODE 1 MEI 2014 – 30 APRIL 2018) (Text)"^^ . . . . . "14610031_BAB-I_BAB-VI_DAFTAR-PUSTAKA.pdf"^^ . . . "ESTIMASI VALUE AT RISK (VAR) PADA PORTOFOLIO SAHAM\r\nMENGGUNAKAN METODE COPULA-GARCH\r\n(STUDI KASUS SAHAM ICBP DAN UNVR PERIODE 1 MEI 2014 – 30 APRIL 2018) (Text)"^^ . . . . . "ESTIMASI VALUE AT RISK (VAR) PADA PORTOFOLIO SAHAM\r\nMENGGUNAKAN METODE COPULA-GARCH\r\n(STUDI KASUS SAHAM ICBP DAN UNVR PERIODE 1 MEI 2014 – 30 APRIL 2018) (Other)"^^ . . . . . . "ESTIMASI VALUE AT RISK (VAR) PADA PORTOFOLIO SAHAM\r\nMENGGUNAKAN METODE COPULA-GARCH\r\n(STUDI KASUS SAHAM ICBP DAN UNVR PERIODE 1 MEI 2014 – 30 APRIL 2018) (Other)"^^ . . . . . . "ESTIMASI VALUE AT RISK (VAR) PADA PORTOFOLIO SAHAM\r\nMENGGUNAKAN METODE COPULA-GARCH\r\n(STUDI KASUS SAHAM ICBP DAN UNVR PERIODE 1 MEI 2014 – 30 APRIL 2018) (Other)"^^ . . . . . . "ESTIMASI VALUE AT RISK (VAR) PADA PORTOFOLIO SAHAM\r\nMENGGUNAKAN METODE COPULA-GARCH\r\n(STUDI KASUS SAHAM ICBP DAN UNVR PERIODE 1 MEI 2014 – 30 APRIL 2018) (Other)"^^ . . . . . . "ESTIMASI VALUE AT RISK (VAR) PADA PORTOFOLIO SAHAM\r\nMENGGUNAKAN METODE COPULA-GARCH\r\n(STUDI KASUS SAHAM ICBP DAN UNVR PERIODE 1 MEI 2014 – 30 APRIL 2018) (Other)"^^ . . . . . . "lightbox.jpg"^^ . . . "ESTIMASI VALUE AT RISK (VAR) PADA PORTOFOLIO SAHAM\r\nMENGGUNAKAN METODE COPULA-GARCH\r\n(STUDI KASUS SAHAM ICBP DAN UNVR PERIODE 1 MEI 2014 – 30 APRIL 2018) (Other)"^^ . . . . . . "preview.jpg"^^ . . . "ESTIMASI VALUE AT RISK (VAR) PADA PORTOFOLIO SAHAM\r\nMENGGUNAKAN METODE COPULA-GARCH\r\n(STUDI KASUS SAHAM ICBP DAN UNVR PERIODE 1 MEI 2014 – 30 APRIL 2018) (Other)"^^ . . . . . . "medium.jpg"^^ . . . "ESTIMASI VALUE AT RISK (VAR) PADA PORTOFOLIO SAHAM\r\nMENGGUNAKAN METODE COPULA-GARCH\r\n(STUDI KASUS SAHAM ICBP DAN UNVR PERIODE 1 MEI 2014 – 30 APRIL 2018) (Other)"^^ . . . . . . "small.jpg"^^ . . "HTML Summary of #34071 \n\nESTIMASI VALUE AT RISK (VAR) PADA PORTOFOLIO SAHAM \nMENGGUNAKAN METODE COPULA-GARCH \n(STUDI KASUS SAHAM ICBP DAN UNVR PERIODE 1 MEI 2014 – 30 APRIL 2018)\n\n" . "text/html" . . . "Matematika"@id . .