IRSAN, M. Y. T.; PRISCILLA, E. .; SISWANTO, S. Comparison of Variance Covariance and Historical Simulation Methods to Calculate Value At Risk on Banking Stock Portfolio. Jurnal Matematika, Statistika dan Komputasi, [S. l.], v. 19, n. 1, p. 241-250, 2022. DOI: 10.20956/j.v19i1.21436. Disponível em: https://journal.unhas.ac.id/index.php/jmsk/article/view/21436. Acesso em: 13 jul. 2024.