Optimizing GARCH Models for Financial Volatility. Risk Assessment and Management Decisions, [S. l.], v. 1, n. 1, p. 62–74, 2024. DOI: 10.48314/ramd.v1i1.31. Disponível em: https://autodiscover.ramd.reapress.com/journal/article/view/31.. Acesso em: 3 apr. 2025.