1.
Broda SA, Paolella MS. ARCHModels.jl: Estimating ARCH Models in Julia. J. Stat. Soft. [Internet]. 2023 Sep. 23 [cited 2024 Feb. 29];107(5):1-25. Available from: https://www.jstatsoft.org/index.php/jss/article/view/v107i05