Agustina, Dara, I Made Sumertajaya, and Farit Mochamad Afendi. 2021. “Comparison of BEKK GARCH and MEWMA Methods on IDX Composite and Exchange Rate Volatility”. International Journal of Sciences: Basic and Applied Research (IJSBAR) 60 (3):278-93. https://www.gssrr.org/index.php/JournalOfBasicAndApplied/article/view/13394.