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Reni Widyaningrum, NIM.: 21106010074 (2025) ANALISIS RISIKO SAHAM SYARIAH DENGAN CONDITIONAL VALUE AT RISK (CVAR) BERBASIS MODEL ARIMAX-APARCH (STUDI KASUS: FAKTOR-FAKTOR YANG MEMPENGARUHI RETURN INDEKS SAHAM SYARIAH INDONESIA (ISSI) PERIODE JUNI 2011 - DESEMBER 2024). Skripsi thesis, UIN SUNAN KALIJAGA YOGYAKARTA.

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UIN Sunan Kalijaga Yogyakarta

Jl. Laksda Adisucipto, Papringan, Caturtunggal, Kec. Depok, Kabupaten Sleman, Daerah Istimewa Yogyakarta 55281 Indonesia

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