ZHANG, Yiming. Research on Stock Price Volatility Based on GARCH-type Models. Finance & Economics, [S. l.], v. 3, n. 5, p. 6682, 2025. DOI: 10.61173/aa6hbv97. Disponível em: https://fe.deanfrancis.press/article/view/376. Acesso em: 4 nov. 2026.