ANINDYA ZHAFIRA NOER; SAPUTRI, Prilyandari Dina. Dynamic Volatility Dependence Analysis Between Cryptocurrency and the Indonesian Stock Market Using the DCC-GARCH-Copula Approach. Faktor Exacta, Jakarta, Indonesia, v. 19, n. 2, 2026. DOI: 10.30998/faktorexacta.v19i2.1585. Disponível em: https://newjournal.lppmunindra.ac.id/index.php/faktor_exacta/article/view/1585. Acesso em: 16 oct. 2026.