MIAH, M.; RAHMAN, A. Modelling Volatility of Daily Stock Returns: Is GARCH(1,1) Enough?. American Scientific Research Journal for Engineering, Technology, and Sciences, [S. l.], v. 18, n. 1, p. 29–39, 2016. Disponível em: https://asrjetsjournal.org/index.php/American_Scientific_Journal/article/view/1458. Acesso em: 28 apr. 2024.