Rusyda, H. A. ., F. . Indrayatna, and L. . Noviyanti. “Estimation of Value at Risk by Using GJR-GARCH Copula Based on Block Maxima”. Indonesian Journal of Statistics and Its Applications, vol. 5, no. 2, June 2021, pp. 405-14, doi:10.29244/ijsa.v5i2p405-414.