W. Wamiliana, E. Russel, I. A. Alam, W. Widiarti, T. Hairani, and M. Usman, “Modeling and Forecasting Closing Prices of some Coal Mining Companies in Indonesia by Using the VAR(3)-BEKK GARCH(1,1) Model”, IJEEP, vol. 14, no. 1, pp. 579–591, Jan. 2024.