AYUNING TYAS, VIAN RISKA; 						DHARMAWAN, KOMANG; 						ASIH, MADE.
 PENERAPAN MODEL ARBITRAGE PRICING THEORY  DENGAN PENDEKATAN VECTOR AUTOREGRESSION DALAM MENGESTIMASI EXPECTED RETURN SAHAM (Studi Kasus: Saham-Saham Kompas100 Periode 2010-2013).
E-Jurnal Matematika, [S.l.], v. 3, n. 1, p. 17 -24, jan. 2014.
ISSN 2303-1751. Available at: <https://ojs.unud.ac.id/index.php/mtk/article/view/9601>. Date accessed: 04 nov. 2025.
doi: https://doi.org/10.24843/MTK.2014.v03.i01.p061.