JOSAPHAT, B. P. Forecasting Dependent Tail Value-at-Risk by ARMA-GJR-GARCH-Copula Method and Its Application in Energy Risk. Journal of the Indonesian Mathematical Society, [S. l.], v. 29, n. 3, p. 382–407, 2023. DOI: 10.22342/jims.29.3.1451.382-407. Disponível em: https://jims-a.org./index.php/jimsa/article/view/1451. Acesso em: 21 nov. 2024.