SIMANJUNTAK, Alberto. Application of ARIMA-GARCH Model to Estimating Expected Shortfall in BMRI Stocks. Operations Research: International Conference Series, [S. l.], v. 1, n. 4, p. 100–105, 2020. DOI: 10.47194/orics.v1i4.149. Disponível em: https://www.iorajournal.org/index.php/Orics/article/view/149. Acesso em: 14 jan. 2026.