ZENG, Hongjun. Volatility Modelling of Chinese Stock Market Monthly Return and Investor Sentiment Using Multivariate GARCH Models. International Journal of Accounting & Finance Review, [S. l.], v. 5, n. 1, p. 123–133, 2020. DOI: 10.46281/ijafr.v5i1.643. Disponível em: https://cribfb.com/journal/index.php/ijafr/article/view/643. Acesso em: 1 apr. 2025.