<> "The repository administrator has not yet configured an RDF license."^^ . <> . . . "\r\nTHE COMPARISON OF VALUE AT RISK ESTIMATIONS AT\r\nJII INDEX AND LQ45 INDEX WITH HISTORICAL SIMULATION METHOD FOR CORPORATIONS LISTED \r\nAT JII INDEX AND LQ45 INDEX IN 2010-2011\r\n"^^ . "\r\n\r\n\r\n\r\n\r\n\r\nABSTRACT\r\n\r\n\r\nTHE COMPARISON OF VALUE AT RISK ESTIMATIONS AT\r\nJII INDEX AND LQ45 INDEX WITH HISTORICAL SIMULATION METHOD FOR CORPORATIONS LISTED \r\nAT JII INDEX AND LQ45 INDEX IN 2010-2011\r\n\r\n\r\nBy\r\n\r\nRINI ASTUTI \r\n\r\n\r\n\r\nValue at risk is a risk measurement quantitatively to estimate maximum lost potentials that may occur in the future in certain period of time and in particular trust level in normal market conditions. The objective of this research is to find out the difference of risks at JII and LQ45 indices. VaR values of each index were compared in this research. Samples were corporations listed at JII and LQ45 indices in 2010-2011. This research used historical simulation with trust level of 95%. Before estimating VaR values of each index, normality test to find out whether returns of each index were distributed normally was conducted. \r\n\r\nThe VaR values were estimated for the next 30 days time horizon and during two years. The results showed that there were risk differences between JII and LQ45 indices. In other words, investing either in JII or LQ45 indices possesses the same risks of returns. \r\n\r\n\r\nKeywords: Value at Risk (VaR), Historical Simulation\r\n \r\n\r\n\r\n\r\n\r\n\r\n\r\n\r\n\r\n\r\n\r\n\r\n\r\n\r\n\r\nABSTRAK\r\n\r\n\r\nPERBANDINGAN PERHITUNGAN VALUE AT RISK PADA INDEKS JII DAN INDEKS LQ45 DENGAN METODE SIMULASI HISTORIS\r\nSTUDI PADA PERUSAHAAN YANG TERDAFTAR PADA INDEKS JII DAN INDEKS LQ45 PERIODE 2010-2011\r\n\r\n\r\nOleh\r\n\r\n\r\nRINI ASTUTI\r\n\r\n\r\nValue at Risk merupakan pengukuran risiko secara kuantitatif yang mengestimasi potensi kerugian maksimal yang mungkin terjadi pada masa datang yang akan dihadapi pada jangka waktu tertentu dan pada tingkat kepercayaan tertentu pada kondisi pasar yang normal. Tujuan penelitian ini adalah untuk mengetahui ada atau tidak perbedaan risiko pada indeks JII dan indeks LQ45. Dalam penelitian ini yang dibandingkan adalah nilai VaR dari masing-masing indeks. Sampel yang digunakan adalah perusahaan yang terdaftar di indeks JII dan indeks LQ45 periode 2010-2011. Metode yang digunakan dalam penelitian ini yaitu simulasi historis, dan dengan tingkat kepercayaan 95%. Sebelum menghitung nilai VaR dari masing-masing indeks terlebih dahulu dilakukan uji normalitas, yang mana untuk mengetahui apakah return dari masing-masing indeks terdistribusi dengan normal.\r\n\r\n\r\nNilai VaR dihitung dalam time horizon 30 hari kedepan, dan nilai VaR selama dua tahun. Hasil penelitian ini menunjukkan bahwa tidak ada perbedaan risiko antara indeks JII dan indeks LQ45. Oleh karena itu dengan kata lain berinvestasi pada indeks JII dan indeks LQ45 mempunyai return dan risiko yang sama.\r\n\r\n\r\nKata Kunci:\tValue at Risk (VaR), Simulasi Historis\r\n\r\n\r\n\r\n\r\n\r\n"^^ . "2012-09-04" . . . . . . . . . . . . . . . . . "Digital Library"^^ . . . . . . . . "RINI ASTUTI "^^ . "0916051013"^^ . "RINI ASTUTI 0916051013"^^ . . . . . . "\r\nTHE COMPARISON OF VALUE AT RISK ESTIMATIONS AT\r\nJII INDEX AND LQ45 INDEX WITH HISTORICAL SIMULATION METHOD FOR CORPORATIONS LISTED \r\nAT JII INDEX AND LQ45 INDEX IN 2010-2011\r\n (File PDF)"^^ . . . "ABSTRAK.pdf"^^ . . . "\r\nTHE COMPARISON OF VALUE AT RISK ESTIMATIONS AT\r\nJII INDEX AND LQ45 INDEX WITH HISTORICAL SIMULATION METHOD FOR CORPORATIONS LISTED \r\nAT JII INDEX AND LQ45 INDEX IN 2010-2011\r\n (File PDF)"^^ . . . "bab 1.pdf"^^ . . . "\r\nTHE COMPARISON OF VALUE AT RISK ESTIMATIONS AT\r\nJII INDEX AND LQ45 INDEX WITH HISTORICAL SIMULATION METHOD FOR CORPORATIONS LISTED \r\nAT JII INDEX AND LQ45 INDEX IN 2010-2011\r\n (File PDF)"^^ . . . "bab 2.pdf"^^ . . . "\r\nTHE COMPARISON OF VALUE AT RISK ESTIMATIONS AT\r\nJII INDEX AND LQ45 INDEX WITH HISTORICAL SIMULATION METHOD FOR CORPORATIONS LISTED \r\nAT JII INDEX AND LQ45 INDEX IN 2010-2011\r\n (File PDF)"^^ . . . "bab 4.pdf"^^ . . . "\r\nTHE COMPARISON OF VALUE AT RISK ESTIMATIONS AT\r\nJII INDEX AND LQ45 INDEX WITH HISTORICAL SIMULATION METHOD FOR CORPORATIONS LISTED \r\nAT JII INDEX AND LQ45 INDEX IN 2010-2011\r\n (File PDF)"^^ . . . "bab 5.pdf"^^ . . . "\r\nTHE COMPARISON OF VALUE AT RISK ESTIMATIONS AT\r\nJII INDEX AND LQ45 INDEX WITH HISTORICAL SIMULATION METHOD FOR CORPORATIONS LISTED \r\nAT JII INDEX AND LQ45 INDEX IN 2010-2011\r\n (File PDF)"^^ . . . "bab I & II.pdf"^^ . . . "\r\nTHE COMPARISON OF VALUE AT RISK ESTIMATIONS AT\r\nJII INDEX AND LQ45 INDEX WITH HISTORICAL SIMULATION METHOD FOR CORPORATIONS LISTED \r\nAT JII INDEX AND LQ45 INDEX IN 2010-2011\r\n (File PDF)"^^ . . . "Bab III.pdf"^^ . . . "\r\nTHE COMPARISON OF VALUE AT RISK ESTIMATIONS AT\r\nJII INDEX AND LQ45 INDEX WITH HISTORICAL SIMULATION METHOD FOR CORPORATIONS LISTED \r\nAT JII INDEX AND LQ45 INDEX IN 2010-2011\r\n (File PDF)"^^ . . . "\r\nTHE COMPARISON OF VALUE AT RISK ESTIMATIONS AT\r\nJII INDEX AND LQ45 INDEX WITH HISTORICAL SIMULATION METHOD FOR CORPORATIONS LISTED \r\nAT JII INDEX AND LQ45 INDEX IN 2010-2011\r\n (File PDF)"^^ . . . "Daftar Pustaka.pdf"^^ . . . "\r\nTHE COMPARISON OF VALUE AT RISK ESTIMATIONS AT\r\nJII INDEX AND LQ45 INDEX WITH HISTORICAL SIMULATION METHOD FOR CORPORATIONS LISTED \r\nAT JII INDEX AND LQ45 INDEX IN 2010-2011\r\n (File PDF)"^^ . . . "Jurnal Rini.pdf"^^ . . . "\r\nTHE COMPARISON OF VALUE AT RISK ESTIMATIONS AT\r\nJII INDEX AND LQ45 INDEX WITH HISTORICAL SIMULATION METHOD FOR CORPORATIONS LISTED \r\nAT JII INDEX AND LQ45 INDEX IN 2010-2011\r\n (File PDF)"^^ . . . "LAMPIRAN.pdf"^^ . . . "\r\nTHE COMPARISON OF VALUE AT RISK ESTIMATIONS AT\r\nJII INDEX AND LQ45 INDEX WITH HISTORICAL SIMULATION METHOD FOR CORPORATIONS LISTED \r\nAT JII INDEX AND LQ45 INDEX IN 2010-2011\r\n (File PDF)"^^ . . . "MOTTO.pdf"^^ . . . "\r\nTHE COMPARISON OF VALUE AT RISK ESTIMATIONS AT\r\nJII INDEX AND LQ45 INDEX WITH HISTORICAL SIMULATION METHOD FOR CORPORATIONS LISTED \r\nAT JII INDEX AND LQ45 INDEX IN 2010-2011\r\n (File PDF)"^^ . . . "PERSEMBAHAN.pdf"^^ . . . "\r\nTHE COMPARISON OF VALUE AT RISK ESTIMATIONS AT\r\nJII INDEX AND LQ45 INDEX WITH HISTORICAL SIMULATION METHOD FOR CORPORATIONS LISTED \r\nAT JII INDEX AND LQ45 INDEX IN 2010-2011\r\n (File PDF)"^^ . . . "RIWAYAT HIDUP.pdf"^^ . . . "\r\nTHE COMPARISON OF VALUE AT RISK ESTIMATIONS AT\r\nJII INDEX AND LQ45 INDEX WITH HISTORICAL SIMULATION METHOD FOR CORPORATIONS LISTED \r\nAT JII INDEX AND LQ45 INDEX IN 2010-2011\r\n (File PDF)"^^ . . . "SANWACANA.pdf"^^ . . . "\r\nTHE COMPARISON OF VALUE AT RISK ESTIMATIONS AT\r\nJII INDEX AND LQ45 INDEX WITH HISTORICAL SIMULATION METHOD FOR CORPORATIONS LISTED \r\nAT JII INDEX AND LQ45 INDEX IN 2010-2011\r\n (Other)"^^ . . . . . . "lightbox.jpg"^^ . . . "\r\nTHE COMPARISON OF VALUE AT RISK ESTIMATIONS AT\r\nJII INDEX AND LQ45 INDEX WITH HISTORICAL SIMULATION METHOD FOR CORPORATIONS LISTED \r\nAT JII INDEX AND LQ45 INDEX IN 2010-2011\r\n (Other)"^^ . . . . . . "preview.jpg"^^ . . . "\r\nTHE COMPARISON OF VALUE AT RISK ESTIMATIONS AT\r\nJII INDEX AND LQ45 INDEX WITH HISTORICAL SIMULATION METHOD FOR CORPORATIONS LISTED \r\nAT JII INDEX AND LQ45 INDEX IN 2010-2011\r\n (Other)"^^ . . . . . . "medium.jpg"^^ . . . "\r\nTHE COMPARISON OF VALUE AT RISK ESTIMATIONS AT\r\nJII INDEX AND LQ45 INDEX WITH HISTORICAL SIMULATION METHOD FOR CORPORATIONS LISTED \r\nAT JII INDEX AND LQ45 INDEX IN 2010-2011\r\n (Other)"^^ . . . . . . "small.jpg"^^ . . . "\r\nTHE COMPARISON OF VALUE AT RISK ESTIMATIONS AT\r\nJII INDEX AND LQ45 INDEX WITH HISTORICAL SIMULATION METHOD FOR CORPORATIONS LISTED \r\nAT JII INDEX AND LQ45 INDEX IN 2010-2011\r\n (Other)"^^ . . . . . . "lightbox.jpg"^^ . . . "\r\nTHE COMPARISON OF VALUE AT RISK ESTIMATIONS AT\r\nJII INDEX AND LQ45 INDEX WITH HISTORICAL SIMULATION METHOD FOR CORPORATIONS LISTED \r\nAT JII INDEX AND LQ45 INDEX IN 2010-2011\r\n (Other)"^^ . . . . . . "preview.jpg"^^ . . . "\r\nTHE COMPARISON OF VALUE AT RISK ESTIMATIONS AT\r\nJII INDEX AND LQ45 INDEX WITH HISTORICAL SIMULATION METHOD FOR CORPORATIONS LISTED \r\nAT JII INDEX AND LQ45 INDEX IN 2010-2011\r\n (Other)"^^ . . . . . . "medium.jpg"^^ . . . "\r\nTHE COMPARISON OF VALUE AT RISK ESTIMATIONS AT\r\nJII INDEX AND LQ45 INDEX WITH HISTORICAL SIMULATION METHOD FOR CORPORATIONS LISTED \r\nAT JII INDEX AND LQ45 INDEX IN 2010-2011\r\n (Other)"^^ . . . . . . "small.jpg"^^ . . . "\r\nTHE COMPARISON OF VALUE AT RISK ESTIMATIONS AT\r\nJII INDEX AND LQ45 INDEX WITH HISTORICAL SIMULATION METHOD FOR CORPORATIONS LISTED \r\nAT JII INDEX AND LQ45 INDEX IN 2010-2011\r\n (Other)"^^ . . . . . . "lightbox.jpg"^^ . . . "\r\nTHE COMPARISON OF VALUE AT RISK ESTIMATIONS AT\r\nJII INDEX AND LQ45 INDEX WITH HISTORICAL SIMULATION METHOD FOR CORPORATIONS LISTED \r\nAT JII INDEX AND LQ45 INDEX IN 2010-2011\r\n (Other)"^^ . . . . . . "preview.jpg"^^ . . . "\r\nTHE COMPARISON OF VALUE AT RISK ESTIMATIONS AT\r\nJII INDEX AND LQ45 INDEX WITH HISTORICAL SIMULATION METHOD FOR CORPORATIONS LISTED \r\nAT JII INDEX AND LQ45 INDEX IN 2010-2011\r\n (Other)"^^ . . . . . . "medium.jpg"^^ . . . "\r\nTHE COMPARISON OF VALUE AT RISK ESTIMATIONS AT\r\nJII INDEX AND LQ45 INDEX WITH HISTORICAL SIMULATION METHOD FOR CORPORATIONS LISTED \r\nAT JII INDEX AND LQ45 INDEX IN 2010-2011\r\n (Other)"^^ . . . . . . "small.jpg"^^ . . . "\r\nTHE COMPARISON OF VALUE AT RISK ESTIMATIONS AT\r\nJII INDEX AND LQ45 INDEX WITH HISTORICAL SIMULATION METHOD FOR CORPORATIONS LISTED \r\nAT JII INDEX AND LQ45 INDEX IN 2010-2011\r\n (Other)"^^ . . . . . . "lightbox.jpg"^^ . . . "\r\nTHE COMPARISON OF VALUE AT RISK ESTIMATIONS AT\r\nJII INDEX AND LQ45 INDEX WITH HISTORICAL SIMULATION METHOD FOR CORPORATIONS LISTED \r\nAT JII INDEX AND LQ45 INDEX IN 2010-2011\r\n (Other)"^^ . . . . . . "preview.jpg"^^ . . . "\r\nTHE COMPARISON OF VALUE AT RISK ESTIMATIONS AT\r\nJII INDEX AND LQ45 INDEX WITH HISTORICAL SIMULATION METHOD FOR CORPORATIONS LISTED \r\nAT JII INDEX AND LQ45 INDEX IN 2010-2011\r\n (Other)"^^ . . . . . . "medium.jpg"^^ . . . "\r\nTHE COMPARISON OF VALUE AT RISK ESTIMATIONS AT\r\nJII INDEX AND LQ45 INDEX WITH HISTORICAL SIMULATION METHOD FOR CORPORATIONS LISTED \r\nAT JII INDEX AND LQ45 INDEX IN 2010-2011\r\n (Other)"^^ . . . . . . "small.jpg"^^ . . . "\r\nTHE COMPARISON OF VALUE AT RISK ESTIMATIONS AT\r\nJII INDEX AND LQ45 INDEX WITH HISTORICAL SIMULATION METHOD FOR CORPORATIONS LISTED \r\nAT JII INDEX AND LQ45 INDEX IN 2010-2011\r\n (Other)"^^ . . . . . . "lightbox.jpg"^^ . . . "\r\nTHE COMPARISON OF VALUE AT RISK ESTIMATIONS AT\r\nJII INDEX AND LQ45 INDEX WITH HISTORICAL SIMULATION METHOD FOR CORPORATIONS LISTED \r\nAT JII INDEX AND LQ45 INDEX IN 2010-2011\r\n (Other)"^^ . . . . . . "preview.jpg"^^ . . . "\r\nTHE COMPARISON OF VALUE AT RISK ESTIMATIONS AT\r\nJII INDEX AND LQ45 INDEX WITH HISTORICAL SIMULATION METHOD FOR CORPORATIONS LISTED \r\nAT JII INDEX AND LQ45 INDEX IN 2010-2011\r\n (Other)"^^ . . . . . . "medium.jpg"^^ . . . "\r\nTHE COMPARISON OF VALUE AT RISK ESTIMATIONS AT\r\nJII INDEX AND LQ45 INDEX WITH HISTORICAL SIMULATION METHOD FOR CORPORATIONS LISTED \r\nAT JII INDEX AND LQ45 INDEX IN 2010-2011\r\n (Other)"^^ . . . . . . "small.jpg"^^ . . . "\r\nTHE COMPARISON OF VALUE AT RISK ESTIMATIONS AT\r\nJII INDEX AND LQ45 INDEX WITH HISTORICAL SIMULATION METHOD FOR CORPORATIONS LISTED \r\nAT JII INDEX AND LQ45 INDEX IN 2010-2011\r\n (Other)"^^ . . . . . . "indexcodes.txt"^^ . . . "\r\nTHE COMPARISON OF VALUE AT RISK ESTIMATIONS AT\r\nJII INDEX AND LQ45 INDEX WITH HISTORICAL SIMULATION METHOD FOR CORPORATIONS LISTED \r\nAT JII INDEX AND LQ45 INDEX IN 2010-2011\r\n (Other)"^^ . . . . . . "indexcodes.txt"^^ . . . "\r\nTHE COMPARISON OF VALUE AT RISK ESTIMATIONS AT\r\nJII INDEX AND LQ45 INDEX WITH HISTORICAL SIMULATION METHOD FOR CORPORATIONS LISTED \r\nAT JII INDEX AND LQ45 INDEX IN 2010-2011\r\n (Other)"^^ . . . . . . "indexcodes.txt"^^ . . . "\r\nTHE COMPARISON OF VALUE AT RISK ESTIMATIONS AT\r\nJII INDEX AND LQ45 INDEX WITH HISTORICAL SIMULATION METHOD FOR CORPORATIONS LISTED \r\nAT JII INDEX AND LQ45 INDEX IN 2010-2011\r\n (Other)"^^ . . . . . . "indexcodes.txt"^^ . . . "\r\nTHE COMPARISON OF VALUE AT RISK ESTIMATIONS AT\r\nJII INDEX AND LQ45 INDEX WITH HISTORICAL SIMULATION METHOD FOR CORPORATIONS LISTED \r\nAT JII INDEX AND LQ45 INDEX IN 2010-2011\r\n (Other)"^^ . . . . . . "indexcodes.txt"^^ . . . "\r\nTHE COMPARISON OF VALUE AT RISK ESTIMATIONS AT\r\nJII INDEX AND LQ45 INDEX WITH HISTORICAL SIMULATION METHOD FOR CORPORATIONS LISTED \r\nAT JII INDEX AND LQ45 INDEX IN 2010-2011\r\n (Other)"^^ . . . . . . "indexcodes.txt"^^ . . . "\r\nTHE COMPARISON OF VALUE AT RISK ESTIMATIONS AT\r\nJII INDEX AND LQ45 INDEX WITH HISTORICAL SIMULATION METHOD FOR CORPORATIONS LISTED \r\nAT JII INDEX AND LQ45 INDEX IN 2010-2011\r\n (Other)"^^ . . . . . . "indexcodes.txt"^^ . . . "\r\nTHE COMPARISON OF VALUE AT RISK ESTIMATIONS AT\r\nJII INDEX AND LQ45 INDEX WITH HISTORICAL SIMULATION METHOD FOR CORPORATIONS LISTED \r\nAT JII INDEX AND LQ45 INDEX IN 2010-2011\r\n (Other)"^^ . . . . . . "\r\nTHE COMPARISON OF VALUE AT RISK ESTIMATIONS AT\r\nJII INDEX AND LQ45 INDEX WITH HISTORICAL SIMULATION METHOD FOR CORPORATIONS LISTED \r\nAT JII INDEX AND LQ45 INDEX IN 2010-2011\r\n (Other)"^^ . . . . . . "indexcodes.txt"^^ . . . "\r\nTHE COMPARISON OF VALUE AT RISK ESTIMATIONS AT\r\nJII INDEX AND LQ45 INDEX WITH HISTORICAL SIMULATION METHOD FOR CORPORATIONS LISTED \r\nAT JII INDEX AND LQ45 INDEX IN 2010-2011\r\n (Other)"^^ . . . . . . "indexcodes.txt"^^ . . . "\r\nTHE COMPARISON OF VALUE AT RISK ESTIMATIONS AT\r\nJII INDEX AND LQ45 INDEX WITH HISTORICAL SIMULATION METHOD FOR CORPORATIONS LISTED \r\nAT JII INDEX AND LQ45 INDEX IN 2010-2011\r\n (Other)"^^ . . . . . . "indexcodes.txt"^^ . . . "\r\nTHE COMPARISON OF VALUE AT RISK ESTIMATIONS AT\r\nJII INDEX AND LQ45 INDEX WITH HISTORICAL SIMULATION METHOD FOR CORPORATIONS LISTED \r\nAT JII INDEX AND LQ45 INDEX IN 2010-2011\r\n (Other)"^^ . . . . . . "indexcodes.txt"^^ . . . "\r\nTHE COMPARISON OF VALUE AT RISK ESTIMATIONS AT\r\nJII INDEX AND LQ45 INDEX WITH HISTORICAL SIMULATION METHOD FOR CORPORATIONS LISTED \r\nAT JII INDEX AND LQ45 INDEX IN 2010-2011\r\n (Other)"^^ . . . . . . "indexcodes.txt"^^ . . . "\r\nTHE COMPARISON OF VALUE AT RISK ESTIMATIONS AT\r\nJII INDEX AND LQ45 INDEX WITH HISTORICAL SIMULATION METHOD FOR CORPORATIONS LISTED \r\nAT JII INDEX AND LQ45 INDEX IN 2010-2011\r\n (Other)"^^ . . . . . . "indexcodes.txt"^^ . . . "\r\nTHE COMPARISON OF VALUE AT RISK ESTIMATIONS AT\r\nJII INDEX AND LQ45 INDEX WITH HISTORICAL SIMULATION METHOD FOR CORPORATIONS LISTED \r\nAT JII INDEX AND LQ45 INDEX IN 2010-2011\r\n (Other)"^^ . . . . . . "indexcodes.txt"^^ . . . "\r\nTHE COMPARISON OF VALUE AT RISK ESTIMATIONS AT\r\nJII INDEX AND LQ45 INDEX WITH HISTORICAL SIMULATION METHOD FOR CORPORATIONS LISTED \r\nAT JII INDEX AND LQ45 INDEX IN 2010-2011\r\n (Other)"^^ . . . . . . "lightbox.jpg"^^ . . . "\r\nTHE COMPARISON OF VALUE AT RISK ESTIMATIONS AT\r\nJII INDEX AND LQ45 INDEX WITH HISTORICAL SIMULATION METHOD FOR CORPORATIONS LISTED \r\nAT JII INDEX AND LQ45 INDEX IN 2010-2011\r\n (Other)"^^ . . . . . . "preview.jpg"^^ . . . "\r\nTHE COMPARISON OF VALUE AT RISK ESTIMATIONS AT\r\nJII INDEX AND LQ45 INDEX WITH HISTORICAL SIMULATION METHOD FOR CORPORATIONS LISTED \r\nAT JII INDEX AND LQ45 INDEX IN 2010-2011\r\n (Other)"^^ . . . . . . "medium.jpg"^^ . . . "\r\nTHE COMPARISON OF VALUE AT RISK ESTIMATIONS AT\r\nJII INDEX AND LQ45 INDEX WITH HISTORICAL SIMULATION METHOD FOR CORPORATIONS LISTED \r\nAT JII INDEX AND LQ45 INDEX IN 2010-2011\r\n (Other)"^^ . . . . . . "small.jpg"^^ . . . "\r\nTHE COMPARISON OF VALUE AT RISK ESTIMATIONS AT\r\nJII INDEX AND LQ45 INDEX WITH HISTORICAL SIMULATION METHOD FOR CORPORATIONS LISTED \r\nAT JII INDEX AND LQ45 INDEX IN 2010-2011\r\n (Other)"^^ . . . . . . "lightbox.jpg"^^ . . . "\r\nTHE COMPARISON OF VALUE AT RISK ESTIMATIONS AT\r\nJII INDEX AND LQ45 INDEX WITH HISTORICAL SIMULATION METHOD FOR CORPORATIONS LISTED \r\nAT JII INDEX AND LQ45 INDEX IN 2010-2011\r\n (Other)"^^ . . . . . . "preview.jpg"^^ . . . "\r\nTHE COMPARISON OF VALUE AT RISK ESTIMATIONS AT\r\nJII INDEX AND LQ45 INDEX WITH HISTORICAL SIMULATION METHOD FOR CORPORATIONS LISTED \r\nAT JII INDEX AND LQ45 INDEX IN 2010-2011\r\n (Other)"^^ . . . . . . "medium.jpg"^^ . . . "\r\nTHE COMPARISON OF VALUE AT RISK ESTIMATIONS AT\r\nJII INDEX AND LQ45 INDEX WITH HISTORICAL SIMULATION METHOD FOR CORPORATIONS LISTED \r\nAT JII INDEX AND LQ45 INDEX IN 2010-2011\r\n (Other)"^^ . . . . . . "small.jpg"^^ . . . "\r\nTHE COMPARISON OF VALUE AT RISK ESTIMATIONS AT\r\nJII INDEX AND LQ45 INDEX WITH HISTORICAL SIMULATION METHOD FOR CORPORATIONS LISTED \r\nAT JII INDEX AND LQ45 INDEX IN 2010-2011\r\n (Other)"^^ . . . . . . "lightbox.jpg"^^ . . . "\r\nTHE COMPARISON OF VALUE AT RISK ESTIMATIONS AT\r\nJII INDEX AND LQ45 INDEX WITH HISTORICAL SIMULATION METHOD FOR CORPORATIONS LISTED \r\nAT JII INDEX AND LQ45 INDEX IN 2010-2011\r\n (Other)"^^ . . . . . . "preview.jpg"^^ . . . "\r\nTHE COMPARISON OF VALUE AT RISK ESTIMATIONS AT\r\nJII INDEX AND LQ45 INDEX WITH HISTORICAL SIMULATION METHOD FOR CORPORATIONS LISTED \r\nAT JII INDEX AND LQ45 INDEX IN 2010-2011\r\n (Other)"^^ . . . . . . "medium.jpg"^^ . . . "\r\nTHE COMPARISON OF VALUE AT RISK ESTIMATIONS AT\r\nJII INDEX AND LQ45 INDEX WITH HISTORICAL SIMULATION METHOD FOR CORPORATIONS LISTED \r\nAT JII INDEX AND LQ45 INDEX IN 2010-2011\r\n (Other)"^^ . . . . . . "small.jpg"^^ . . . "\r\nTHE COMPARISON OF VALUE AT RISK ESTIMATIONS AT\r\nJII INDEX AND LQ45 INDEX WITH HISTORICAL SIMULATION METHOD FOR CORPORATIONS LISTED \r\nAT JII INDEX AND LQ45 INDEX IN 2010-2011\r\n (Other)"^^ . . . . . . "lightbox.jpg"^^ . . . "\r\nTHE COMPARISON OF VALUE AT RISK ESTIMATIONS AT\r\nJII INDEX AND LQ45 INDEX WITH HISTORICAL SIMULATION METHOD FOR CORPORATIONS LISTED \r\nAT JII INDEX AND LQ45 INDEX IN 2010-2011\r\n (Other)"^^ . . . . . . "preview.jpg"^^ . . . "\r\nTHE COMPARISON OF VALUE AT RISK ESTIMATIONS AT\r\nJII INDEX AND LQ45 INDEX WITH HISTORICAL SIMULATION METHOD FOR CORPORATIONS LISTED \r\nAT JII INDEX AND LQ45 INDEX IN 2010-2011\r\n (Other)"^^ . . . . . . "medium.jpg"^^ . . . "\r\nTHE COMPARISON OF VALUE AT RISK ESTIMATIONS AT\r\nJII INDEX AND LQ45 INDEX WITH HISTORICAL SIMULATION METHOD FOR CORPORATIONS LISTED \r\nAT JII INDEX AND LQ45 INDEX IN 2010-2011\r\n (Other)"^^ . . . . . . "small.jpg"^^ . . . "\r\nTHE COMPARISON OF VALUE AT RISK ESTIMATIONS AT\r\nJII INDEX AND LQ45 INDEX WITH HISTORICAL SIMULATION METHOD FOR CORPORATIONS LISTED \r\nAT JII INDEX AND LQ45 INDEX IN 2010-2011\r\n (Other)"^^ . . . . . . "lightbox.jpg"^^ . . . "\r\nTHE COMPARISON OF VALUE AT RISK ESTIMATIONS AT\r\nJII INDEX AND LQ45 INDEX WITH HISTORICAL SIMULATION METHOD FOR CORPORATIONS LISTED \r\nAT JII INDEX AND LQ45 INDEX IN 2010-2011\r\n (Other)"^^ . . . . . . "preview.jpg"^^ . . . "\r\nTHE COMPARISON OF VALUE AT RISK ESTIMATIONS AT\r\nJII INDEX AND LQ45 INDEX WITH HISTORICAL SIMULATION METHOD FOR CORPORATIONS LISTED \r\nAT JII INDEX AND LQ45 INDEX IN 2010-2011\r\n (Other)"^^ . . . . . . "medium.jpg"^^ . . . "\r\nTHE COMPARISON OF VALUE AT RISK ESTIMATIONS AT\r\nJII INDEX AND LQ45 INDEX WITH HISTORICAL SIMULATION METHOD FOR CORPORATIONS LISTED \r\nAT JII INDEX AND LQ45 INDEX IN 2010-2011\r\n (Other)"^^ . . . . . . "small.jpg"^^ . . . "\r\nTHE COMPARISON OF VALUE AT RISK ESTIMATIONS AT\r\nJII INDEX AND LQ45 INDEX WITH HISTORICAL SIMULATION METHOD FOR CORPORATIONS LISTED \r\nAT JII INDEX AND LQ45 INDEX IN 2010-2011\r\n (Other)"^^ . . . . . . "lightbox.jpg"^^ . . . "\r\nTHE COMPARISON OF VALUE AT RISK ESTIMATIONS AT\r\nJII INDEX AND LQ45 INDEX WITH HISTORICAL SIMULATION METHOD FOR CORPORATIONS LISTED \r\nAT JII INDEX AND LQ45 INDEX IN 2010-2011\r\n (Other)"^^ . . . . . . "preview.jpg"^^ . . . "\r\nTHE COMPARISON OF VALUE AT RISK ESTIMATIONS AT\r\nJII INDEX AND LQ45 INDEX WITH HISTORICAL SIMULATION METHOD FOR CORPORATIONS LISTED \r\nAT JII INDEX AND LQ45 INDEX IN 2010-2011\r\n (Other)"^^ . . . . . . "medium.jpg"^^ . . . "\r\nTHE COMPARISON OF VALUE AT RISK ESTIMATIONS AT\r\nJII INDEX AND LQ45 INDEX WITH HISTORICAL SIMULATION METHOD FOR CORPORATIONS LISTED \r\nAT JII INDEX AND LQ45 INDEX IN 2010-2011\r\n (Other)"^^ . . . . . . "small.jpg"^^ . . . "\r\nTHE COMPARISON OF VALUE AT RISK ESTIMATIONS AT\r\nJII INDEX AND LQ45 INDEX WITH HISTORICAL SIMULATION METHOD FOR CORPORATIONS LISTED \r\nAT JII INDEX AND LQ45 INDEX IN 2010-2011\r\n (Other)"^^ . . . . . . "lightbox.jpg"^^ . . . "\r\nTHE COMPARISON OF VALUE AT RISK ESTIMATIONS AT\r\nJII INDEX AND LQ45 INDEX WITH HISTORICAL SIMULATION METHOD FOR CORPORATIONS LISTED \r\nAT JII INDEX AND LQ45 INDEX IN 2010-2011\r\n (Other)"^^ . . . . . . "preview.jpg"^^ . . . "\r\nTHE COMPARISON OF VALUE AT RISK ESTIMATIONS AT\r\nJII INDEX AND LQ45 INDEX WITH HISTORICAL SIMULATION METHOD FOR CORPORATIONS LISTED \r\nAT JII INDEX AND LQ45 INDEX IN 2010-2011\r\n (Other)"^^ . . . . . . "medium.jpg"^^ . . . "\r\nTHE COMPARISON OF VALUE AT RISK ESTIMATIONS AT\r\nJII INDEX AND LQ45 INDEX WITH HISTORICAL SIMULATION METHOD FOR CORPORATIONS LISTED \r\nAT JII INDEX AND LQ45 INDEX IN 2010-2011\r\n (Other)"^^ . . . . . . "small.jpg"^^ . . . "\r\nTHE COMPARISON OF VALUE AT RISK ESTIMATIONS AT\r\nJII INDEX AND LQ45 INDEX WITH HISTORICAL SIMULATION METHOD FOR CORPORATIONS LISTED \r\nAT JII INDEX AND LQ45 INDEX IN 2010-2011\r\n (Other)"^^ . . . . . . "lightbox.jpg"^^ . . . "\r\nTHE COMPARISON OF VALUE AT RISK ESTIMATIONS AT\r\nJII INDEX AND LQ45 INDEX WITH HISTORICAL SIMULATION METHOD FOR CORPORATIONS LISTED \r\nAT JII INDEX AND LQ45 INDEX IN 2010-2011\r\n (Other)"^^ . . . . . . "preview.jpg"^^ . . . "\r\nTHE COMPARISON OF VALUE AT RISK ESTIMATIONS AT\r\nJII INDEX AND LQ45 INDEX WITH HISTORICAL SIMULATION METHOD FOR CORPORATIONS LISTED \r\nAT JII INDEX AND LQ45 INDEX IN 2010-2011\r\n (Other)"^^ . . . . . . "medium.jpg"^^ . . . "\r\nTHE COMPARISON OF VALUE AT RISK ESTIMATIONS AT\r\nJII INDEX AND LQ45 INDEX WITH HISTORICAL SIMULATION METHOD FOR CORPORATIONS LISTED \r\nAT JII INDEX AND LQ45 INDEX IN 2010-2011\r\n (Other)"^^ . . . . . . "small.jpg"^^ . . . "\r\nTHE COMPARISON OF VALUE AT RISK ESTIMATIONS AT\r\nJII INDEX AND LQ45 INDEX WITH HISTORICAL SIMULATION METHOD FOR CORPORATIONS LISTED \r\nAT JII INDEX AND LQ45 INDEX IN 2010-2011\r\n (Other)"^^ . . . . . . "\r\nTHE COMPARISON OF VALUE AT RISK ESTIMATIONS AT\r\nJII INDEX AND LQ45 INDEX WITH HISTORICAL SIMULATION METHOD FOR CORPORATIONS LISTED \r\nAT JII INDEX AND LQ45 INDEX IN 2010-2011\r\n (Other)"^^ . . . . . . "\r\nTHE COMPARISON OF VALUE AT RISK ESTIMATIONS AT\r\nJII INDEX AND LQ45 INDEX WITH HISTORICAL SIMULATION METHOD FOR CORPORATIONS LISTED \r\nAT JII INDEX AND LQ45 INDEX IN 2010-2011\r\n (Other)"^^ . . . . . . "\r\nTHE COMPARISON OF VALUE AT RISK ESTIMATIONS AT\r\nJII INDEX AND LQ45 INDEX WITH HISTORICAL SIMULATION METHOD FOR CORPORATIONS LISTED \r\nAT JII INDEX AND LQ45 INDEX IN 2010-2011\r\n (Other)"^^ . . . . . . "\r\nTHE COMPARISON OF VALUE AT RISK ESTIMATIONS AT\r\nJII INDEX AND LQ45 INDEX WITH HISTORICAL SIMULATION METHOD FOR CORPORATIONS LISTED \r\nAT JII INDEX AND LQ45 INDEX IN 2010-2011\r\n (Other)"^^ . . . . . . "lightbox.jpg"^^ . . . "\r\nTHE COMPARISON OF VALUE AT RISK ESTIMATIONS AT\r\nJII INDEX AND LQ45 INDEX WITH HISTORICAL SIMULATION METHOD FOR CORPORATIONS LISTED \r\nAT JII INDEX AND LQ45 INDEX IN 2010-2011\r\n (Other)"^^ . . . . . . "preview.jpg"^^ . . . "\r\nTHE COMPARISON OF VALUE AT RISK ESTIMATIONS AT\r\nJII INDEX AND LQ45 INDEX WITH HISTORICAL SIMULATION METHOD FOR CORPORATIONS LISTED \r\nAT JII INDEX AND LQ45 INDEX IN 2010-2011\r\n (Other)"^^ . . . . . . "medium.jpg"^^ . . . "\r\nTHE COMPARISON OF VALUE AT RISK ESTIMATIONS AT\r\nJII INDEX AND LQ45 INDEX WITH HISTORICAL SIMULATION METHOD FOR CORPORATIONS LISTED \r\nAT JII INDEX AND LQ45 INDEX IN 2010-2011\r\n (Other)"^^ . . . . . . "small.jpg"^^ . . "HTML Summary of #13069 \n\n \nTHE COMPARISON OF VALUE AT RISK ESTIMATIONS AT \nJII INDEX AND LQ45 INDEX WITH HISTORICAL SIMULATION METHOD FOR CORPORATIONS LISTED \nAT JII INDEX AND LQ45 INDEX IN 2010-2011 \n\n\n" . "text/html" . . . " " . .