Pemodelan Volatilitas Dan Estimasi Value-At-Risk (VaR) Saham PT Bank Syariah Indonesia Dengan Model GJR-GARCH. Proceedings National Conference Sinesia, [S. l.], v. 2, n. 1, p. 242–252, 2026. DOI: 10.69836/ncrcs-sinesia.v2i1.165. Disponível em: https://conference.sinesia.id/ncrcs-sinesia/article/view/165. Acesso em: 9 sep. 2026.