CAMPOS-MARTINS, S.; SUCARRAT, G. Modeling Nonstationary Financial Volatility with the R Package tvgarch. Journal of Statistical Software, [S. l.], v. 108, n. 9, p. 1–38, 2024. DOI: 10.18637/jss.v108.i09. Disponível em: https://www.jstatsoft.org/index.php/jss/article/view/v108i09. Acesso em: 16 may. 2024.