SINAMBELA, Nadiyah Hafidah; 						MARUDDANI, Di Asih I; 						HAKIM, Arief Rachman.
 Value at Risk with Performing Exponential Generalized Autoregressive Conditional Heteroscedasticity–Generalized Pareto Distribution.
<strong>Jurnal ILMU DASAR</strong>, [S.l.], v. 23, n. 1, p. 1-8, jan. 2022.
ISSN 2442-5613.
Available at: &lt;<a href="https://jurnal.unej.ac.id/index.php/JID/article/view/18822" target="_new">https://jurnal.unej.ac.id/index.php/JID/article/view/18822</a>&gt;. Date accessed: 05 july 2024.
doi: <a href="https://doi.org/10.19184/jid.v23i1.18822">https://doi.org/10.19184/jid.v23i1.18822</a>.