A copy of this work was available on the public web and has been preserved in the Wayback Machine. The capture dates from 2018; you can also visit the original URL.
The file type is
ESTIMASI NILAI VaR PORTOFOLIO MENGGUNAKAN FUNGSI ARCHIMEDEAN COPULA
Value at Risk explains the magnitude of the worst losses occurred in financial products investments with a certain level of confidence and time interval. The purpose of this study is to estimate the VaR of portfolio using Archimedean Copula family. The methods for calculating the VaR are as follows: (1) calculating the stock return; (2) calculating descriptive statistics of return; (3) checking for the nature of autocorrelation and heteroscedasticity effects on stock return data; (4) checkingdoi:10.24843/mtk.2017.v06.i01.p143 fatcat:z4m57kaqang73jmfiujp4a2qeq