Items where Author is "Naraswari, Made Amarta Ayu"
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Thesis
Naraswari, Made Amarta Ayu (2026) Pemodelan Volatilitas dan Dependensi Return Saham Perbankan Indonesia Menggunakan DCC-GARCH serta Estimasi Risiko Portofolio dengan Value-at-Risk dan Expected Shortfall. Other thesis, Institut Teknologi Sepuluh Nopember.
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