RUSYDA, H. A. .; INDRAYATNA, F. .; NOVIYANTI, L. . Estimation of Value at Risk by Using GJR-GARCH Copula Based on Block Maxima. Indonesian Journal of Statistics and Its Applications, [S. l.], v. 5, n. 2, p. 405–414, 2021. DOI: 10.29244/ijsa.v5i2p405-414. Disponível em: https://stat.ipb.ac.id/journals/index.php/ijsa/article/view/828. Acesso em: 8 nov. 2024.