Agustina D, I Made Sumertajaya, Farit Mochamad Afendi. Comparison of BEKK GARCH and MEWMA Methods on IDX Composite and Exchange Rate Volatility. IJSBAR. 2021;60(3):278-293. Accessed March 5, 2026. https://gssrr.org/JournalOfBasicAndApplied/article/view/13394