WIDIASTUTI, Lutfiah Putri; SALIM, Dwi Fitrizal; KRISTANTI, Farida Titik. Modeling Extreme Risk in Major U.S. Tech Stocks: Integrating GARCH, EVD, and CVaR. Engineering, Technology & Applied Science Research, Greece, v. 15, n. 4, p. 25334–25340, 2025. DOI: 10.48084/etasr.11574. Disponível em: https://etasr.com/index.php/ETASR/article/view/11574. Acesso em: 10 jun. 2026.