@article{202010.0191,
	doi = {10.20944/preprints202010.0191.v1},
	url = {https://doi.org/10.20944/preprints202010.0191.v1},
	year = 2020,
	month = {October},
	publisher = {Preprints},
	author = {Tarno Tarno and Di Asih I Maruddani and Rita Rahmawati and Abdul Hoyyi and Trimono Trimono and Munawar Munawar},
	title = {ARIMA-GARCH Model and ARIMA-GARCH Ensemble for Value-at-Risk Prediction on Stocks Portfolio},
	journal = {Preprints}
}