CHRUŚCIŃSKI, Tomasz. An application of multivariate GARCH models in research for the interaction of world financial markets. Equilibrium. Quarterly Journal of Economics and Economic Policy, [S. l.], v. 2, n. 1, p. 61–68, 2009. DOI: 10.12775/EQUIL.2009.006. Disponível em: https://journals.economic-research.pl/eq/article/view/562. Acesso em: 12 nov. 2024.