SUDINA, NI WAYAN UCHI YUSHI ARI; DHARMAWAN, KOMANG; SUMARJAYA, I WAYAN.
ESTIMASI NILAI CONDITIONAL VALUE AT RISK (CVaR) PORTOFOLIO MENGGUNAKAN METODE EVT-GJR-VINE COPULA.
E-Jurnal Matematika, [S.l.], v. 8, n. 1, p. 15-26, feb. 2019.
ISSN 2303-1751. Available at: <https://ojs.unud.ac.id/index.php/mtk/article/view/46508>. Date accessed: 31 jan. 2025.
doi: https://doi.org/10.24843/MTK.2019.v08.i01.p230.