Zeng, Hongjun. “Volatility Modelling of Chinese Stock Market Monthly Return and Investor Sentiment Using Multivariate GARCH Models”. International Journal of Accounting & Finance Review 5, no. 1 (June 27, 2020): 123–133. Accessed April 2, 2025. https://cribfb.com/journal/index.php/ijafr/article/view/643.