Moutari, N. D., Hassane, A. M., Diakarya, B. and Bisso, S. (2021) “The ARMA-APARCH-EVT Models Based on HAC in Dependence Modeling and Risk Assessment of a Financial Portfolio”, European Journal of Pure and Applied Mathematics, 14(4), pp. 1467–1489. doi: 10.29020/nybg.ejpam.v14i4.4114.