BOUTABBA, I. Checking presence of excess volatility in forecasting volatility of a set of market indexes through an empirical comparison of three GARCH models. JOURNAL OF SOCIAL SCIENCE RESEARCH, [S. l.], v. 4, n. 2, p. 573–579, 2014. DOI: 10.24297/jssr.v4i2.3152. Disponível em: https://rajpub.com/index.php/jssr/article/view/3152. Acesso em: 7 may. 2024.