LAPLANTE, J.-F.; DESROCHERS, J.; PRÉFONTAINE, J. The GARCH (1, 1) Model As A Risk Predictor For International Portfolios. International Business & Economics Research Journal (IBER), [S. l.], v. 7, n. 11, 2008. DOI: 10.19030/iber.v7i11.3305. Disponível em: https://clutejournals.com/index.php/IBER/article/view/3305. Acesso em: 17 jul. 2024.