MAULANA, DERY; 						DHARMAWAN, KOMANG; 						SRINADI, I GUSTI AYU MADE.
 ESTIMASI CVAR PADA PORTOFOLIO SAHAM MENGGUNAKAN METODE GJR-EVT DENGAN PENDEKATAN D-VINE COPULA.
<strong>E-Jurnal Matematika</strong>, [S.l.], v. 11, n. 2, p. 127-139, may 2022.
ISSN 2303-1751. Available at: &lt;<a href="http://103.29.196.112/index.php/mtk/article/view/87236" target="_new">http://103.29.196.112/index.php/mtk/article/view/87236</a>&gt;. Date accessed: 16 dec. 2025.
doi: <a href="https://doi.org/10.24843/MTK.2022.v11.i02.p372">https://doi.org/10.24843/MTK.2022.v11.i02.p372</a>.