BELASRI, Y.; ELLAIA, R. Estimation of Volatility and Correlation with Multivariate Generalized Autoregressive Conditional Heteroskedasticity Models: An Application to Moroccan Stock Markets. International Journal of Economics and Financial Issues, [S. l.], v. 7, n. 2, p. 384–396, 2017. Disponível em: https://www.econjournals.com/index.php/ijefi/article/view/4078. Acesso em: 20 apr. 2024.