OSHO, G. S.; OLOYEDE, B. A Generalized Autoregressive Conditional Heteroscedasticity GARCH for Forecasting and Modeling Crude Oil Price Volatility. Journal of Applied Business and Economics, [S. l.], v. 26, n. 6, 2024. DOI: 10.33423/jabe.v26i6.7385. Disponível em: https://articlegateway.com/index.php/JABE/article/view/7385. Acesso em: 22 dec. 2024.