YAO, Qinming. ARIMA-GARCH and ARIMA-EGARCH-t Models in Fitting and Forecasting Volatility of the Shanghai Composite Index. Exploring Science Academic Conference Series, [S. l.], v. 10, p. 383–390, 2026. DOI: 10.70267/icbms.2502.383390. Disponível em: https://journals.zeuspress.org/index.php/conference/article/view/548. Acesso em: 11 jan. 2026.