DHARMAWAN, Komang.
 Estimasi Nilai VaR Dinamis Indeks Saham Menggunakan Peak-Over Threshold dan Block Maxima.
<strong>Jurnal Matematika</strong>, [S.l.], v. 2, n. 2, p. 1 -12, dec. 2012.
ISSN 2655-0016.
Tersedia pada: &lt;<a href="http://103.29.196.112/index.php/jmat/article/view/7166" target="_new">http://103.29.196.112/index.php/jmat/article/view/7166</a>&gt;. Tanggal Akses: 04 mar. 2026
doi: <a href="https://doi.org/10.24843/JMAT.2012.v02.i02.p24">https://doi.org/10.24843/JMAT.2012.v02.i02.p24</a>.