ABDUL HALIM, Nurfadhlina; SUPRIATNA, Agus; PRASETYO, Adhy. Estimation of the Value-at-Risk (VaR) Using the TARCH Model by Considering the Effects of Long Memory in Stock Investments. Operations Research: International Conference Series, [S. l.], v. 1, n. 1, p. 34–43, 2020. DOI: 10.47194/orics.v1i1.22. Disponível em: https://www.iorajournal.org/index.php/Orics/article/view/22. Acesso em: 14 jan. 2026.