Almas, L., Prastyo, D. D., & Rahayu, S. P. (2026). Identification of Banking Stock Risk Factors through Stochastic Search Variable Selection in a CoVaR Models Based on Quantile Regression and Quantile Autoregressive. KUBIK: Jurnal Publikasi Ilmiah Matematika, 10(2), 33–42. Retrieved from https://journal.uinsgd.ac.id/index.php/kubik/article/view/54124