Rusyda, Hasna Afifah, Fajar Indrayatna, and Lienda Noviyanti. “Estimation of Value at Risk by Using GJR-GARCH Copula Based on Block Maxima”. Indonesian Journal of Statistics and Its Applications 5, no. 2 (June 30, 2021): 405–414. Accessed November 8, 2024. https://stat.ipb.ac.id/journals/index.php/ijsa/article/view/828.