Hidayana, Rizki Apriva, Herlina Napitupulu, and Jumadil Saputra. “Determination of Risk Value Using the ARMA-GJR-GARCH Model on BCA Stocks and BNI Stocks”. Operations Research: International Conference Series 2, no. 3 (September 4, 2021): 62–66. Accessed January 14, 2026. https://www.iorajournal.org/index.php/Orics/article/view/176.