Josaphat, Bony Parulian. “Forecasting Dependent Tail Value-at-Risk by ARMA-GJR-GARCH-Copula Method and Its Application in Energy Risk”. Journal of the Indonesian Mathematical Society 29, no. 3 (November 30, 2023): 382–407. Accessed November 23, 2024. https://jims-a.org./index.php/jimsa/article/view/1451.