YAP, G. L. C.; CHIN, W. C. An Improvement to LMSV Parameter Estimation: Modelling and Forecasting Volatility and Value-at-risk. American Scientific Research Journal for Engineering, Technology, and Sciences, [S. l.], v. 27, n. 1, p. 213–233, 2017. Disponível em: https://asrjetsjournal.org/index.php/American_Scientific_Journal/article/view/2581. Acesso em: 27 apr. 2024.