Rusyda, H. A. ., Indrayatna, F. . and Noviyanti, L. . (2021) “Estimation of Value at Risk by Using GJR-GARCH Copula Based on Block Maxima”, Indonesian Journal of Statistics and Its Applications, 5(2), pp. 405–414. doi: 10.29244/ijsa.v5i2p405-414.