Priyono, A., Nugroho, D. and Susanto, B. (2020) “Pemodelan volatilitas return indeks saham menggunakan model GARCH(1,1) berdistribusi skew-normal”, PRISMA, Prosiding Seminar Nasional Matematika, 3, pp. 46-51. Available at: https://journal.unnes.ac.id/sju/prisma/article/view/37769 (Accessed: 21December2024).