YELAMANCHILI, Rama Krishna. Modeling Stock Market Monthly Returns Volatility Using GARCH Models Under Different Distributions. International Journal of Accounting & Finance Review, [S. l.], v. 5, n. 1, p. 42–50, 2020. DOI: 10.46281/ijafr.v5i1.425. Disponível em: https://cribfb.com/journal/index.php/ijafr/article/view/425. Acesso em: 1 apr. 2025.