LIM, D. T. .; GOH, K. W. .; SIM, Y. W. .; MOKHTAR, K. .; THINAGAR, S. . Estimation of stock market index volatility using the GARCH model: Causality between stock indices. Asian Economic and Financial Review , [S. l.], v. 13, n. 3, p. 162–179, 2023. DOI: 10.55493/5002.v13i3.4738. Disponível em: https://archive.aessweb.com/index.php/5002/article/view/4738. Acesso em: 19 jun. 2024.