KARTSONAKIS-MADEMLIS, D.; DRITSAKIS, N. Does the Choice of the Multivariate GARCH Model on Volatility Spillovers Matter? Evidence from Oil Prices and Stock Markets in G7 Countries. International Journal of Energy Economics and Policy, [S. l.], v. 10, n. 5, p. 164–182, 2020. Disponível em: https://www.econjournals.com/index.php/ijeep/article/view/9469. Acesso em: 25 apr. 2024.