NAMUGAYA, J.; WEKE, P. G. O.; CHARLES, W. M. Modelling Volatility of Stock Returns: Is GARCH(1,1) enough?. International Journal of Sciences: Basic and Applied Research (IJSBAR), [S. l.], v. 16, n. 2, p. 216–223, 2014. Disponível em: https://gssrr.org/index.php/JournalOfBasicAndApplied/article/view/2483. Acesso em: 3 jul. 2024.