Statistics for WHICH IS BETTER: HOMOSKEDASTIS OR HETEROSKEDASTIS VOLATILITY MODEL FOR OPTION PRICING? (Test Of Black-Scholes Option Model And Garch Option Model At The Indonesian Stock Exchange)
Total visits
| views | |
|---|---|
| WHICH IS BETTER: HOMOSKEDASTIS OR HETEROSKEDASTIS VOLATILITY MODEL FOR OPTION PRICING? (Test Of Black-Scholes Option Model And Garch Option Model At The Indonesian Stock Exchange) | 19 |
Total visits per month
| views | |
|---|---|
| April 2026 | 3 |
| May 2026 | 0 |
| June 2026 | 0 |
| July 2026 | 0 |
| August 2026 | 0 |
| September 2026 | 1 |
| October 2026 | 3 |
File Visits
| views | |
|---|---|
| Intro Proceedings.pdf | 42 |
| content.pdf | 28 |
| COVER DALAM.pdf | 25 |
| Conferrence Program.pdf | 20 |
| The Organizing Committee.pdf | 16 |
| Board of AAM.pdf | 15 |
| Message from the conference chairs.pdf | 8 |
| Message from the Vice chancellor.pdf | 5 |
| Message from the patrons.pdf | 5 |
| Message from the advisors.pdf | 5 |